-6.3%
MOS vs TRI
+225.2%
-231.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | +15.3% | +3.7% | +11.6% | +13.8% |
| 3M | +1.5% | +3.7% | -2.2% | -0.5% |
| 6M | -2.0% | +35.1% | -37.1% | -13.3% |
| YTD | -6.5% | -14.0% | +7.5% | -3.1% |
| 1Y | -11.1% | -19.0% | +7.9% | -5.1% |
| 3Y | -30.3% | -12.0% | -18.3% | -30.6% |
| 5Y | -33.5% | +0.6% | -34.2% | -39.6% |
| All | -6.3% | +225.2% | -231.5% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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