-27.5%
MOS vs TD
+133.8%
-161.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | +5.5% | -3.1% | +8.5% | +7.0% |
| 30D | +21.0% | +6.7% | +14.3% | +17.1% |
| 3M | -0.5% | +3.1% | -3.6% | -2.3% |
| 6M | +6.6% | +17.6% | -11.0% | -2.7% |
| YTD | -2.8% | +34.8% | -37.6% | -18.0% |
| 1Y | -8.1% | +55.6% | -63.7% | -28.9% |
| All | -27.5% | +133.8% | -161.3% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling