-78.3%
TE vs MOS
+24.9%
-103.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | -22.0% | +5.5% | -27.4% | -23.0% |
| 30D | -33.6% | +21.0% | -54.6% | -36.8% |
| 3M | -61.1% | -0.5% | -60.6% | -61.3% |
| 6M | -64.7% | +6.6% | -71.3% | -65.6% |
| YTD | -68.1% | -2.8% | -65.3% | -68.7% |
| 1Y | -51.7% | -8.1% | -43.6% | -52.1% |
| 3Y | +42.0% | -25.6% | +67.6% | +45.6% |
| 5Y | -80.8% | -29.8% | -51.1% | -79.7% |
| All | -78.3% | +24.9% | -103.2% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling