+13,174.6%
TDG vs MOS
+132.5%
+13,042.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -2.0% | +9.5% | -11.6% | -4.3% |
| 30D | -7.4% | +10.4% | -17.8% | -9.9% |
| 3M | -5.4% | +12.9% | -18.3% | -9.0% |
| 6M | -11.6% | +1.2% | -12.9% | -13.6% |
| YTD | -12.6% | +9.3% | -21.9% | -16.6% |
| 1Y | -9.3% | -18.0% | +8.6% | -7.5% |
| 3Y | +49.2% | -29.0% | +78.2% | +53.2% |
| 5Y | +132.1% | -9.6% | +141.7% | +112.2% |
| 10Y | +544.8% | +6.1% | +538.8% | +400.3% |
| All | +13,174.6% | +132.5% | +13,042.1% | +7,071.0% |
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