-9.1%
MOS vs TD
+7,879.0%
-7,888.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.3% |
| 7D | +9.5% | +0.3% | +9.2% | +9.3% |
| 30D | +10.4% | +0.4% | +10.0% | +9.8% |
| 3M | +12.9% | +7.6% | +5.2% | +7.3% |
| 6M | +1.2% | +25.0% | -23.8% | -12.8% |
| YTD | +9.3% | +31.0% | -21.7% | -8.8% |
| 1Y | -18.0% | +65.2% | -83.2% | -41.2% |
| 3Y | -29.0% | +122.5% | -151.5% | -58.4% |
| 5Y | -9.6% | +124.8% | -134.4% | -46.9% |
| 10Y | +6.1% | +298.2% | -292.2% | -53.3% |
| All | -9.1% | +7,879.0% | -7,888.1% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling