-18.1%
MOS vs TMF
-68.9%
+50.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.5% |
| 7D | +9.5% | -1.4% | +11.0% | +9.3% |
| 30D | +10.4% | -2.8% | +13.3% | +9.9% |
| 3M | +12.9% | -10.9% | +23.8% | +10.6% |
| 6M | +1.2% | -21.3% | +22.6% | -3.1% |
| YTD | +9.3% | -15.9% | +25.2% | +6.1% |
| 1Y | -18.0% | -15.7% | -2.2% | -20.1% |
| 3Y | -29.0% | -43.4% | +14.3% | -34.5% |
| 5Y | -9.6% | -87.8% | +78.2% | -37.8% |
| 10Y | +6.1% | -86.7% | +92.8% | -15.8% |
| All | -18.1% | -68.9% | +50.8% | +1.0% |
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