+110.5%
MOS vs TDY
+7,524.8%
-7,414.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +0.5% |
| 7D | +19.7% | -2.5% | +22.2% | +20.1% |
| 30D | +21.5% | +4.8% | +16.7% | +18.8% |
| 3M | -0.4% | -6.9% | +6.5% | +1.3% |
| 6M | +4.5% | +3.5% | +1.0% | +2.2% |
| YTD | -2.9% | +26.0% | -28.9% | -11.4% |
| 1Y | -7.7% | +25.4% | -33.1% | -15.7% |
| 3Y | -25.6% | +70.9% | -96.6% | -39.5% |
| 5Y | -31.2% | +46.6% | -77.7% | -41.2% |
| 10Y | +2.8% | +468.9% | -466.1% | -39.7% |
| All | +110.5% | +7,524.8% | -7,414.3% | -18.5% |
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