-2.6%
MOS vs TRI
+223.8%
-226.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +5.5% | -7.2% | +12.6% | +7.6% |
| 30D | +21.0% | +4.4% | +16.6% | +19.2% |
| 3M | -0.5% | +4.5% | -4.9% | -2.6% |
| 6M | +6.6% | +23.7% | -17.1% | -2.9% |
| YTD | -2.8% | -14.4% | +11.6% | +0.9% |
| 1Y | -8.1% | -17.4% | +9.3% | -2.9% |
| 3Y | -25.6% | -11.0% | -14.6% | -26.4% |
| 5Y | -29.8% | +0.7% | -30.4% | -36.3% |
| All | -2.6% | +223.8% | -226.4% | -52.0% |
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