-34.4%
MOS vs ETR
+156.0%
-190.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +15.3% | +6.4% | +8.9% | +13.1% |
| 3M | +1.5% | +4.0% | -2.5% | +0.2% |
| 6M | -2.0% | -0.5% | -1.5% | -2.0% |
| YTD | -6.5% | +22.4% | -29.0% | -13.2% |
| 1Y | -11.1% | +19.9% | -30.9% | -16.9% |
| 3Y | -30.3% | +154.7% | -185.0% | -53.8% |
| All | -34.4% | +156.0% | -190.4% | -58.9% |
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