+120.0%
MOS vs ET
+1,435.0%
-1,315.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +9.5% | +0.9% | +8.6% | +9.1% |
| 30D | +10.4% | +7.5% | +3.0% | +7.0% |
| 3M | +12.9% | +11.4% | +1.5% | +7.5% |
| 6M | +1.2% | +18.5% | -17.3% | -6.4% |
| YTD | +9.3% | +37.4% | -28.1% | -5.1% |
| 1Y | -18.0% | +30.9% | -48.9% | -27.2% |
| 3Y | -29.0% | +98.7% | -127.8% | -48.0% |
| 5Y | -9.6% | +230.7% | -240.3% | -46.2% |
| 10Y | +6.1% | +175.6% | -169.5% | -37.2% |
| All | +120.0% | +1,435.0% | -1,315.0% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling