+7.6%
MOS vs TRU
+167.9%
-160.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.8% |
| 7D | +21.6% | +5.7% | +15.9% | +19.6% |
| 30D | +12.0% | +29.2% | -17.3% | +2.4% |
| 3M | -3.9% | +2.7% | -6.5% | -5.5% |
| 6M | -3.3% | +15.2% | -18.5% | -9.5% |
| YTD | -4.6% | -4.9% | +0.2% | -6.2% |
| 1Y | -7.0% | +3.4% | -10.4% | -11.4% |
| 3Y | -24.4% | +63.2% | -87.6% | -44.5% |
| 5Y | -32.1% | -26.6% | -5.5% | -31.6% |
| All | +7.6% | +167.9% | -160.2% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling