-29.1%
MOS vs ETSY
+146.8%
-175.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.7% | +8.1% | +2.3% |
| 7D | +9.5% | -8.5% | +18.0% | +10.7% |
| 30D | +10.4% | -10.9% | +21.3% | +11.9% |
| 3M | +12.9% | +14.1% | -1.2% | +10.6% |
| 6M | +1.2% | +37.5% | -36.2% | -3.7% |
| YTD | +9.3% | +38.0% | -28.7% | +3.4% |
| 1Y | -18.0% | +46.5% | -64.5% | -23.6% |
| 3Y | -29.0% | +2.5% | -31.5% | -32.1% |
| 5Y | -9.6% | -65.3% | +55.7% | -5.2% |
| 10Y | +6.1% | +451.6% | -445.6% | -27.0% |
| All | -29.1% | +146.8% | -175.9% | -53.4% |
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