-9.6%
MOS vs TRU
-33.8%
+24.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.9% | +7.3% | +2.6% |
| 7D | +9.5% | -6.8% | +16.3% | +11.0% |
| 30D | +10.4% | 0.0% | +10.4% | +10.3% |
| 3M | +12.9% | +13.3% | -0.4% | +9.4% |
| 6M | +1.2% | +3.4% | -2.2% | -0.4% |
| YTD | +9.3% | -6.4% | +15.7% | +9.4% |
| 1Y | -18.0% | -9.7% | -8.3% | -17.6% |
| 3Y | -29.0% | +0.1% | -29.2% | -32.8% |
| All | -9.6% | -33.8% | +24.2% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling