-1.6%
MOS vs TRU
+174.2%
-175.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.4% |
| 7D | +24.8% | +4.6% | +20.2% | +23.2% |
| 30D | +22.7% | +25.4% | -2.8% | +13.3% |
| 3M | -1.2% | +4.0% | -5.2% | -3.3% |
| 6M | +5.5% | +14.5% | -8.9% | -1.0% |
| YTD | -2.0% | -3.7% | +1.8% | -4.0% |
| 1Y | -7.9% | +2.8% | -10.7% | -12.1% |
| 3Y | -25.0% | +58.5% | -83.5% | -44.3% |
| 5Y | -27.7% | -25.0% | -2.7% | -27.8% |
| 10Y | -1.6% | +186.0% | -187.6% | -36.0% |
| All | -1.6% | +174.2% | -175.7% | -36.0% |
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