-6.3%
MOS vs TNA
+33.3%
-39.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.1% |
| 7D | -2.0% | +3.7% | -5.7% | -3.3% |
| 30D | +15.3% | +4.4% | +10.9% | +12.6% |
| 3M | +1.5% | -26.7% | +28.2% | +11.4% |
| 6M | -2.0% | -12.8% | +10.9% | +0.3% |
| YTD | -6.5% | +22.7% | -29.2% | -16.8% |
| 1Y | -11.1% | +35.7% | -46.7% | -24.1% |
| 3Y | -30.3% | +134.6% | -164.8% | -58.2% |
| 5Y | -33.5% | -46.0% | +12.5% | -39.5% |
| All | -6.3% | +33.3% | -39.7% | -54.7% |
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