-30.9%
MOS vs TMF
-69.3%
+38.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +2.5% | +14.9% | +17.8% |
| 7D | +17.9% | +4.0% | +14.0% | +18.7% |
| 30D | +1.6% | +19.5% | -17.9% | +4.8% |
| 3M | -4.0% | -3.5% | -0.5% | -4.6% |
| 6M | -4.1% | -10.6% | +6.5% | -6.1% |
| YTD | -7.8% | -17.1% | +9.3% | -10.8% |
| 1Y | -15.6% | -24.3% | +8.7% | -19.5% |
| 3Y | -28.9% | -27.2% | -1.6% | -31.0% |
| 5Y | -36.8% | -87.6% | +50.8% | -56.6% |
| 10Y | +6.7% | -84.8% | +91.5% | -12.6% |
| All | -30.9% | -69.3% | +38.4% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling