-11.7%
MOS vs TMF
-22.6%
+10.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | +22.5% | +2.7% | +19.8% | +21.9% |
| 30D | +6.6% | +19.3% | -12.7% | +3.6% |
| 3M | -3.8% | -3.7% | -0.1% | -3.6% |
| 6M | -2.2% | -11.3% | +9.1% | -1.6% |
| YTD | -4.8% | -16.6% | +11.8% | -3.5% |
| 1Y | -11.7% | -21.1% | +9.4% | -13.8% |
| All | -11.7% | -22.6% | +10.9% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling