+62.5%
T vs MOS
-4.2%
+66.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.2% |
| 7D | +1.6% | -2.6% | +4.2% | +2.0% |
| 30D | -2.9% | +13.5% | -16.4% | -4.6% |
| 3M | -7.5% | -2.9% | -4.6% | -7.5% |
| 6M | -9.9% | -1.0% | -8.9% | -10.4% |
| YTD | -6.4% | -7.2% | +0.8% | -6.9% |
| 1Y | -9.4% | -11.4% | +2.0% | -9.4% |
| 3Y | +64.9% | -29.0% | +93.8% | +66.8% |
| 5Y | +57.0% | -34.0% | +91.0% | +54.8% |
| All | +62.5% | -4.2% | +66.7% | +37.9% |
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