-24.4%
MOS vs ET
+73.7%
-98.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +21.6% | -7.9% | +29.5% | +25.2% |
| 30D | +12.0% | -5.9% | +17.9% | +14.2% |
| 3M | -3.9% | -5.2% | +1.4% | -2.4% |
| 6M | -3.3% | +0.3% | -3.6% | -4.6% |
| YTD | -4.6% | +23.1% | -27.7% | -15.1% |
| 1Y | -7.0% | +22.7% | -29.7% | -17.0% |
| 3Y | -24.4% | +75.4% | -99.8% | -46.4% |
| All | -24.4% | +73.7% | -98.1% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling