-4.1%
MOS vs TMF
-11.7%
+7.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +2.5% | +14.9% | +16.3% |
| 7D | +17.9% | +4.0% | +14.0% | +16.3% |
| 30D | +1.6% | +19.5% | -17.9% | -5.6% |
| 3M | -4.0% | -3.5% | -0.5% | -2.2% |
| 6M | -4.1% | -10.6% | +6.5% | +1.1% |
| All | -4.1% | -11.7% | +7.6% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling