-16.3%
MOS vs ETR
+26.8%
-43.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.5% | +2.4% |
| 7D | +7.1% | +1.4% | +5.7% | +6.8% |
| 30D | +15.0% | +1.9% | +13.2% | +14.6% |
| 3M | +24.1% | +1.0% | +23.1% | +23.7% |
| 6M | +2.7% | +4.8% | -2.1% | +0.8% |
| YTD | +12.2% | +19.5% | -7.4% | +6.6% |
| 1Y | -16.3% | +28.1% | -44.4% | -25.6% |
| All | -16.3% | +26.8% | -43.1% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling