+137.0%
MOS vs TDY
+7,137.3%
-7,000.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.3% |
| 7D | +9.5% | -1.8% | +11.4% | +10.2% |
| 30D | +10.4% | -10.7% | +21.1% | +14.7% |
| 3M | +12.9% | -1.3% | +14.2% | +13.0% |
| 6M | +1.2% | -10.6% | +11.8% | +4.8% |
| YTD | +9.3% | +19.6% | -10.3% | +2.2% |
| 1Y | -18.0% | +11.6% | -29.6% | -21.6% |
| 3Y | -29.0% | +45.2% | -74.2% | -38.5% |
| 5Y | -9.6% | +36.1% | -45.6% | -20.3% |
| 10Y | +6.1% | +458.8% | -452.8% | -36.9% |
| All | +137.0% | +7,137.3% | -7,000.4% | -6.0% |
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 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