-9.6%
MOS vs ETR
+127.8%
-137.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +9.5% | +1.4% | +8.1% | +9.1% |
| 30D | +10.4% | +1.0% | +9.4% | +10.0% |
| 3M | +12.9% | -1.3% | +14.1% | +13.1% |
| 6M | +1.2% | +1.9% | -0.6% | +0.2% |
| YTD | +9.3% | +18.2% | -8.8% | +3.3% |
| 1Y | -18.0% | +24.7% | -42.7% | -23.9% |
| 3Y | -29.0% | +150.7% | -179.7% | -50.4% |
| All | -9.6% | +127.8% | -137.3% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling