+127.3%
MOS vs TRI
+604.8%
-477.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +2.7% |
| 7D | +21.6% | -4.8% | +26.4% | +24.9% |
| 30D | +12.0% | +13.4% | -1.4% | +3.7% |
| 3M | -3.9% | +13.1% | -17.0% | -12.4% |
| 6M | -3.3% | +24.4% | -27.7% | -20.4% |
| YTD | -4.6% | -11.4% | +6.8% | -7.7% |
| 1Y | -7.0% | -15.6% | +8.6% | -7.2% |
| 3Y | -24.4% | -6.5% | -18.0% | -32.4% |
| 5Y | -32.1% | +5.3% | -37.4% | -45.3% |
| 10Y | +10.3% | +239.9% | -229.6% | -63.8% |
| All | +127.3% | +604.8% | -477.5% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling