-7.4%
T vs MOS
-7.8%
+0.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.6% |
| 7D | +2.6% | +24.8% | -22.2% | +1.3% |
| 30D | -1.1% | +22.7% | -23.8% | -2.1% |
| 3M | -7.7% | -1.2% | -6.5% | -8.1% |
| 6M | -10.6% | +5.5% | -16.2% | -11.2% |
| YTD | -7.5% | -2.0% | -5.5% | -9.2% |
| 1Y | -7.4% | -7.9% | +0.5% | -8.4% |
| All | -7.4% | -7.8% | +0.3% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling