-24.4%
MOS vs TRU
+65.0%
-89.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +21.6% | +5.7% | +15.9% | +20.7% |
| 30D | +12.0% | +29.2% | -17.3% | +7.5% |
| 3M | -3.9% | +2.7% | -6.5% | -4.6% |
| 6M | -3.3% | +15.2% | -18.5% | -6.1% |
| YTD | -4.6% | -4.9% | +0.2% | -4.6% |
| 1Y | -7.0% | +3.4% | -10.4% | -8.8% |
| 3Y | -24.4% | +63.2% | -87.6% | -42.3% |
| All | -24.4% | +65.0% | -89.4% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling