-15.6%
MOS vs TRU
+2.1%
-17.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +4.6% | +12.8% | +17.2% |
| 7D | +17.9% | +10.5% | +7.4% | +17.9% |
| 30D | +1.6% | +28.7% | -27.1% | +1.2% |
| 3M | -4.0% | +0.7% | -4.6% | -4.6% |
| 6M | -4.1% | +19.3% | -23.4% | -3.9% |
| YTD | -7.8% | -3.7% | -4.1% | -7.1% |
| 1Y | -15.6% | +3.4% | -19.0% | -18.7% |
| All | -15.6% | +2.1% | -17.7% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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