-7.0%
MOS vs TRU
+182.8%
-189.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.2% |
| 7D | -2.6% | -2.2% | -0.4% | -1.8% |
| 30D | +13.5% | +20.2% | -6.7% | +6.3% |
| 3M | -2.9% | +2.2% | -5.1% | -4.4% |
| 6M | -1.0% | +17.6% | -18.6% | -8.0% |
| YTD | -7.2% | -5.0% | -2.3% | -8.7% |
| 1Y | -11.4% | -1.0% | -10.4% | -14.2% |
| 3Y | -29.0% | +56.5% | -85.5% | -47.0% |
| 5Y | -34.0% | -26.2% | -7.8% | -33.6% |
| All | -7.0% | +182.8% | -189.8% | -38.7% |
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 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