-4.2%
MOS vs TDY
+36.7%
-40.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.1% |
| 7D | +7.1% | -0.9% | +8.0% | +7.5% |
| 30D | +15.0% | -12.5% | +27.5% | +22.7% |
| 3M | +24.1% | -1.2% | +25.3% | +24.0% |
| 6M | +2.7% | -6.6% | +9.3% | +5.5% |
| YTD | +12.2% | +18.5% | -6.3% | +1.4% |
| 1Y | -16.3% | +10.8% | -27.0% | -21.8% |
| 3Y | -23.3% | +47.5% | -70.8% | -39.9% |
| 5Y | -4.2% | +35.8% | -40.0% | -22.0% |
| All | -4.2% | +36.7% | -40.8% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling