+55.7%
T vs MOS
-31.8%
+87.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.6% |
| 7D | +1.7% | +19.7% | -18.0% | +0.2% |
| 30D | -1.7% | +21.5% | -23.2% | -3.3% |
| 3M | -7.3% | -0.4% | -6.9% | -7.5% |
| 6M | -11.2% | +4.5% | -15.7% | -11.9% |
| YTD | -8.1% | -2.9% | -5.2% | -8.7% |
| 1Y | -8.0% | -7.7% | -0.3% | -8.4% |
| 3Y | +62.1% | -25.6% | +87.8% | +62.8% |
| 5Y | +55.7% | -31.2% | +86.9% | +50.3% |
| All | +55.7% | -31.8% | +87.5% | +50.3% |
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