+12.6%
MOS vs TRI
+190.0%
-177.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +4.5% |
| 7D | +7.1% | -7.1% | +14.2% | +9.0% |
| 30D | +15.0% | -2.3% | +17.4% | +15.2% |
| 3M | +24.1% | +19.6% | +4.5% | +15.2% |
| 6M | +2.7% | -8.7% | +11.4% | +3.6% |
| YTD | +12.2% | -22.3% | +34.4% | +20.3% |
| 1Y | -16.3% | -40.7% | +24.4% | +1.9% |
| 3Y | -23.3% | -17.8% | -5.5% | -22.6% |
| 5Y | -4.2% | -8.5% | +4.3% | -10.7% |
| 10Y | +12.6% | +192.6% | -180.0% | -46.3% |
| All | +12.6% | +190.0% | -177.4% | -46.3% |
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