-37.5%
MOS vs TRU
+247.4%
-284.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +5.5% | 0.0% | +5.5% | +5.5% |
| 30D | +21.0% | +24.3% | -3.3% | +11.7% |
| 3M | -0.5% | +2.3% | -2.8% | -2.1% |
| 6M | +6.6% | +17.7% | -11.1% | -1.3% |
| YTD | -2.8% | -3.8% | +1.0% | -4.9% |
| 1Y | -8.1% | -0.3% | -7.7% | -11.4% |
| 3Y | -25.6% | +58.4% | -84.0% | -45.0% |
| 5Y | -29.8% | -24.0% | -5.8% | -30.9% |
| 10Y | +0.6% | +187.9% | -187.4% | -47.1% |
| All | -37.5% | +247.4% | -284.9% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling