+59.6%
T vs MOS
-26.6%
+86.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.0% | +21.6% | -20.6% | 0.0% |
| 30D | -10.6% | +12.0% | -22.6% | -11.1% |
| 3M | -7.7% | -3.9% | -3.9% | -7.8% |
| 6M | -13.3% | -3.3% | -10.0% | -13.5% |
| YTD | -8.8% | -4.6% | -4.1% | -9.3% |
| 1Y | -8.4% | -7.0% | -1.4% | -8.8% |
| 3Y | +59.6% | -24.4% | +84.1% | +64.9% |
| All | +59.6% | -26.6% | +86.3% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling