-9.6%
MOS vs TNA
-22.2%
+12.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | +10.4% | -4.9% | +15.3% | +11.6% |
| 3M | +12.9% | +0.4% | +12.5% | +12.0% |
| 6M | +1.2% | +32.5% | -31.3% | -7.4% |
| YTD | +9.3% | +53.7% | -44.4% | -4.3% |
| 1Y | -18.0% | +65.1% | -83.1% | -30.2% |
| 3Y | -29.0% | +98.4% | -127.5% | -47.9% |
| All | -9.6% | -22.2% | +12.6% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling