-25.4%
MOS vs TLN
+630.2%
-655.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -0.4% |
| 7D | +21.6% | -1.3% | +22.9% | +21.4% |
| 30D | +12.0% | -10.5% | +22.5% | +12.8% |
| 3M | -3.9% | +0.1% | -4.0% | -4.6% |
| 6M | -3.3% | -17.4% | +14.1% | -2.4% |
| YTD | -4.6% | -9.7% | +5.0% | -5.1% |
| 1Y | -7.0% | -12.3% | +5.3% | -7.3% |
| 3Y | -24.4% | +528.3% | -552.7% | -33.9% |
| All | -25.4% | +630.2% | -655.6% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling