-38.1%
MOS vs ETSY
+190.1%
-228.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | +21.6% | +1.1% | +20.5% | +21.5% |
| 30D | +12.0% | +25.8% | -13.8% | +8.5% |
| 3M | -3.9% | +9.3% | -13.2% | -5.4% |
| 6M | -3.3% | +38.4% | -41.7% | -7.9% |
| YTD | -4.6% | +62.2% | -66.9% | -11.8% |
| 1Y | -7.0% | +58.3% | -65.3% | -13.8% |
| 3Y | -24.4% | +42.6% | -67.0% | -30.8% |
| 5Y | -32.1% | -65.4% | +33.3% | -28.7% |
| 10Y | +10.3% | +685.4% | -675.1% | -27.1% |
| All | -38.1% | +190.1% | -228.2% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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