+114.1%
TDG vs MOS
-31.8%
+145.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.6% |
| 7D | +0.4% | +19.7% | -19.2% | -2.4% |
| 30D | +10.0% | +21.5% | -11.5% | +6.6% |
| 3M | -0.5% | -0.4% | -0.1% | -1.0% |
| 6M | +0.3% | +4.5% | -4.2% | -1.3% |
| YTD | -8.3% | -2.9% | -5.4% | -9.8% |
| 1Y | -5.1% | -7.7% | +2.6% | -5.9% |
| 3Y | +46.5% | -25.6% | +72.2% | +47.6% |
| 5Y | +114.1% | -31.2% | +145.2% | +94.8% |
| All | +114.1% | -31.8% | +145.9% | +94.8% |
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