-8.1%
MOS vs TDY
+25.4%
-33.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +5.5% | +3.0% | +2.4% | +4.9% |
| 30D | +21.0% | +6.1% | +14.9% | +17.8% |
| 3M | -0.5% | -4.5% | +4.0% | +0.9% |
| 6M | +6.6% | +2.9% | +3.7% | +4.0% |
| YTD | -2.8% | +27.5% | -30.3% | -14.9% |
| 1Y | -8.1% | +26.5% | -34.5% | -19.2% |
| All | -8.1% | +25.4% | -33.5% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling