+160.5%
MOS vs TRI
+561.6%
-401.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.9% | +4.5% |
| 7D | +9.5% | -0.5% | +10.1% | +9.4% |
| 30D | +10.4% | +7.9% | +2.6% | +5.0% |
| 3M | +12.9% | +24.1% | -11.2% | -3.6% |
| 6M | +1.2% | +3.8% | -2.6% | -7.2% |
| YTD | +9.3% | -16.9% | +26.2% | +11.4% |
| 1Y | -18.0% | -38.4% | +20.4% | +1.1% |
| 3Y | -29.0% | -12.2% | -16.8% | -33.3% |
| 5Y | -9.6% | -1.8% | -7.8% | -23.3% |
| 10Y | +6.1% | +207.6% | -201.6% | -62.4% |
| All | +160.5% | +561.6% | -401.1% | -53.0% |
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 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