+7.6%
MOS vs TMF
-84.4%
+92.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +21.6% | +1.2% | +20.4% | +21.7% |
| 30D | +12.0% | +19.7% | -7.8% | +14.6% |
| 3M | -3.9% | -2.1% | -1.8% | -4.1% |
| 6M | -3.3% | -13.4% | +10.1% | -5.2% |
| YTD | -4.6% | -16.7% | +12.1% | -6.9% |
| 1Y | -7.0% | -23.3% | +16.4% | -10.1% |
| 3Y | -24.4% | -24.8% | +0.4% | -25.4% |
| 5Y | -32.1% | -88.0% | +55.9% | -53.6% |
| All | +7.6% | -84.4% | +92.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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