-6.3%
MOS vs TDY
+434.3%
-440.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | -2.0% | +4.1% | -6.0% | -4.5% |
| 30D | +15.3% | +5.7% | +9.6% | +9.7% |
| 3M | +1.5% | -4.4% | +5.9% | +2.9% |
| 6M | -2.0% | +1.2% | -3.2% | -5.1% |
| YTD | -6.5% | +26.0% | -32.6% | -22.9% |
| 1Y | -11.1% | +27.4% | -38.4% | -27.2% |
| 3Y | -30.3% | +67.5% | -97.8% | -54.8% |
| 5Y | -33.5% | +44.9% | -78.4% | -53.1% |
| All | -6.3% | +434.3% | -440.6% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling