+150.2%
MOS vs ETR
+4,412.2%
-4,262.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +9.5% | +1.4% | +8.1% | +8.9% |
| 30D | +10.4% | +1.0% | +9.4% | +9.8% |
| 3M | +12.9% | -1.3% | +14.1% | +13.1% |
| 6M | +1.2% | +1.9% | -0.6% | -0.1% |
| YTD | +9.3% | +18.2% | -8.8% | +1.1% |
| 1Y | -18.0% | +24.7% | -42.7% | -25.9% |
| 3Y | -29.0% | +150.7% | -179.7% | -53.5% |
| 5Y | -9.6% | +127.0% | -136.6% | -39.0% |
| 10Y | +6.1% | +295.5% | -289.4% | -44.8% |
| All | +150.2% | +4,412.2% | -4,262.0% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling