+110.8%
MOS vs TDY
+7,617.0%
-7,506.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +5.5% | +3.0% | +2.4% | +4.2% |
| 30D | +21.0% | +6.1% | +14.9% | +17.8% |
| 3M | -0.5% | -4.5% | +4.0% | +0.4% |
| 6M | +6.6% | +2.9% | +3.7% | +4.4% |
| YTD | -2.8% | +27.5% | -30.3% | -11.7% |
| 1Y | -8.1% | +26.5% | -34.5% | -16.3% |
| 3Y | -25.6% | +70.1% | -95.7% | -39.4% |
| 5Y | -29.8% | +46.8% | -76.6% | -40.0% |
| 10Y | +0.6% | +447.2% | -446.6% | -40.4% |
| All | +110.8% | +7,617.0% | -7,506.2% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling