+1,594.6%
T vs MOS
+122.8%
+1,471.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.4% |
| 7D | +4.3% | +22.5% | -18.2% | +1.6% |
| 30D | -9.7% | +6.6% | -16.3% | -10.6% |
| 3M | -4.3% | -3.8% | -0.5% | -4.2% |
| 6M | -13.7% | -2.2% | -11.5% | -14.0% |
| YTD | -8.0% | -4.8% | -3.2% | -8.6% |
| 1Y | -6.9% | -11.7% | +4.8% | -6.8% |
| 3Y | +59.7% | -26.5% | +86.2% | +60.9% |
| 5Y | +53.4% | -32.2% | +85.6% | +52.2% |
| 10Y | +58.2% | +10.2% | +48.1% | +38.5% |
| All | +1,594.6% | +122.8% | +1,471.8% | +1,017.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling