-28.7%
MOS vs TMF
-69.1%
+40.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.4% |
| 7D | +22.5% | +2.7% | +19.8% | +23.0% |
| 30D | +6.6% | +19.3% | -12.7% | +10.0% |
| 3M | -3.8% | -3.7% | -0.1% | -4.4% |
| 6M | -2.2% | -11.3% | +9.1% | -4.3% |
| YTD | -4.8% | -16.6% | +11.8% | -7.8% |
| 1Y | -11.7% | -21.1% | +9.4% | -15.2% |
| 3Y | -26.5% | -26.8% | +0.3% | -28.6% |
| 5Y | -32.2% | -88.0% | +55.8% | -53.9% |
| 10Y | +10.2% | -84.7% | +94.9% | -9.6% |
| All | -28.7% | -69.1% | +40.5% | -12.2% |
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