-30.3%
MOS vs ET
+84.2%
-114.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -2.0% | +2.5% | -4.5% | -2.9% |
| 30D | +15.3% | -2.5% | +17.8% | +15.9% |
| 3M | +1.5% | -4.9% | +6.3% | +3.1% |
| 6M | -2.0% | -0.1% | -1.9% | -2.8% |
| YTD | -6.5% | +26.2% | -32.7% | -17.6% |
| 1Y | -11.1% | +25.2% | -36.2% | -21.3% |
| 3Y | -30.3% | +84.2% | -114.4% | -52.9% |
| All | -30.3% | +84.2% | -114.4% | -52.9% |
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