+67.7%
T vs MOS
-8.7%
+76.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.4% | -2.1% |
| 7D | -1.3% | +9.5% | -10.8% | -2.0% |
| 30D | +11.4% | +10.4% | +0.9% | +10.5% |
| 3M | +14.3% | +12.9% | +1.4% | +13.0% |
| 6M | -9.3% | +1.2% | -10.5% | -9.8% |
| YTD | +7.1% | +9.3% | -2.2% | +5.6% |
| 1Y | -9.1% | -18.0% | +8.9% | -8.4% |
| 3Y | +105.3% | -29.0% | +134.4% | +108.0% |
| All | +67.7% | -8.7% | +76.4% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling