+58.8%
T vs MOS
+3.2%
+55.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.5% |
| 7D | +2.6% | +24.8% | -22.2% | -0.3% |
| 30D | -1.1% | +22.7% | -23.8% | -3.7% |
| 3M | -7.7% | -1.2% | -6.5% | -8.0% |
| 6M | -10.6% | +5.5% | -16.2% | -11.8% |
| YTD | -7.5% | -2.0% | -5.5% | -8.5% |
| 1Y | -7.4% | -7.9% | +0.5% | -7.8% |
| 3Y | +63.1% | -25.0% | +88.0% | +63.9% |
| 5Y | +55.2% | -27.7% | +82.9% | +51.2% |
| 10Y | +58.8% | -1.6% | +60.4% | +33.7% |
| All | +58.8% | +3.2% | +55.6% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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