-16.3%
MOS vs TRI
-41.0%
+24.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +2.2% |
| 7D | +7.1% | -7.1% | +14.2% | +6.5% |
| 30D | +15.0% | -2.3% | +17.4% | +14.9% |
| 3M | +24.1% | +19.6% | +4.5% | +26.4% |
| 6M | +2.7% | -8.7% | +11.4% | +3.4% |
| YTD | +12.2% | -22.3% | +34.4% | +14.7% |
| 1Y | -16.3% | -40.7% | +24.4% | -17.2% |
| All | -16.3% | -41.0% | +24.8% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling