+12.6%
MOS vs TNA
+76.8%
-64.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.1% |
| 7D | +7.1% | +4.1% | +3.0% | +5.6% |
| 30D | +15.0% | -7.6% | +22.7% | +17.9% |
| 3M | +24.1% | +8.1% | +16.0% | +19.9% |
| 6M | +2.7% | +49.0% | -46.3% | -12.6% |
| YTD | +12.2% | +51.7% | -39.5% | -6.2% |
| 1Y | -16.3% | +59.6% | -75.9% | -32.2% |
| 3Y | -23.3% | +118.9% | -142.2% | -52.2% |
| 5Y | -4.2% | -19.2% | +15.0% | -25.0% |
| 10Y | +12.6% | +77.2% | -64.7% | -51.1% |
| All | +12.6% | +76.8% | -64.2% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling