-6.3%
MOS vs TMF
-82.1%
+75.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.6% |
| 7D | -2.0% | -9.3% | +7.3% | -3.1% |
| 30D | +15.3% | +1.9% | +13.4% | +15.6% |
| 3M | +1.5% | -11.2% | +12.7% | 0.0% |
| 6M | -2.0% | -17.7% | +15.7% | -4.4% |
| YTD | -6.5% | -24.5% | +17.9% | -9.8% |
| 1Y | -11.1% | -29.4% | +18.4% | -14.9% |
| 3Y | -30.3% | -33.4% | +3.2% | -32.3% |
| 5Y | -33.5% | -88.7% | +55.2% | -54.5% |
| All | -6.3% | -82.1% | +75.8% | -14.8% |
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