+53.4%
T vs MOS
-31.6%
+85.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.3% |
| 7D | +4.3% | +22.5% | -18.2% | +2.6% |
| 30D | -9.7% | +6.6% | -16.3% | -10.2% |
| 3M | -4.3% | -3.8% | -0.5% | -4.3% |
| 6M | -13.7% | -2.2% | -11.5% | -13.9% |
| YTD | -8.0% | -4.8% | -3.2% | -8.5% |
| 1Y | -6.9% | -11.7% | +4.8% | -7.0% |
| 3Y | +59.7% | -26.5% | +86.2% | +60.4% |
| 5Y | +53.4% | -32.2% | +85.6% | +49.1% |
| All | +53.4% | -31.6% | +85.0% | +49.1% |
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