-23.3%
MOS vs TRU
+0.4%
-23.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.9% | +7.3% | +2.2% |
| 7D | +9.5% | -6.8% | +16.3% | +10.5% |
| 30D | +10.4% | 0.0% | +10.4% | +10.3% |
| 3M | +12.9% | +13.3% | -0.4% | +10.6% |
| 6M | +1.2% | +3.4% | -2.2% | +0.3% |
| YTD | +9.3% | -6.4% | +15.7% | +9.7% |
| 1Y | -18.0% | -9.7% | -8.3% | -17.4% |
| All | -23.3% | +0.4% | -23.7% | -21.1% |
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