+8.7%
MOS vs TNA
+749.6%
-740.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.8% |
| 7D | +21.6% | -7.0% | +28.6% | +24.0% |
| 30D | +12.0% | -6.4% | +18.4% | +13.6% |
| 3M | -3.9% | -25.7% | +21.8% | +4.9% |
| 6M | -3.3% | -19.7% | +16.4% | +1.7% |
| YTD | -4.6% | +18.3% | -22.9% | -13.6% |
| 1Y | -7.0% | +24.6% | -31.5% | -17.8% |
| 3Y | -24.4% | +112.8% | -137.3% | -51.5% |
| 5Y | -32.1% | -49.5% | +17.4% | -37.3% |
| 10Y | +10.3% | +76.4% | -66.0% | -47.8% |
| All | +8.7% | +749.6% | -740.8% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling