+7.6%
MOS vs ETR
+352.3%
-344.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +21.6% | +0.4% | +21.2% | +21.5% |
| 30D | +12.0% | +7.5% | +4.4% | +9.0% |
| 3M | -3.9% | +4.4% | -8.3% | -5.5% |
| 6M | -3.3% | -1.5% | -1.8% | -3.0% |
| YTD | -4.6% | +21.8% | -26.4% | -12.4% |
| 1Y | -7.0% | +18.4% | -25.4% | -13.7% |
| 3Y | -24.4% | +148.5% | -172.9% | -50.1% |
| 5Y | -32.1% | +152.6% | -184.7% | -56.2% |
| All | +7.6% | +352.3% | -344.7% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling