-27.5%
MOS vs ETR
+155.6%
-183.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +5.5% | +0.1% | +5.4% | +5.4% |
| 30D | +21.0% | +7.7% | +13.3% | +19.1% |
| 3M | -0.5% | +5.7% | -6.2% | -1.7% |
| 6M | +6.6% | -0.3% | +6.9% | +6.5% |
| YTD | -2.8% | +23.4% | -26.1% | -7.6% |
| 1Y | -8.1% | +18.5% | -26.5% | -11.8% |
| All | -27.5% | +155.6% | -183.0% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling