-30.3%
MOS vs TLN
+580.6%
-610.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.0% |
| 7D | -2.0% | +11.0% | -13.0% | -2.9% |
| 30D | +15.3% | +4.9% | +10.4% | +14.5% |
| 3M | +1.5% | +4.9% | -3.4% | +0.5% |
| 6M | -2.0% | +7.1% | -9.1% | -3.4% |
| YTD | -6.5% | +0.3% | -6.8% | -7.8% |
| 1Y | -11.1% | +5.9% | -17.0% | -13.0% |
| 3Y | -30.3% | +578.5% | -608.7% | -45.8% |
| All | -30.3% | +580.6% | -610.8% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling