-76.7%
TE vs MOS
+24.8%
-101.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.4% |
| 7D | -10.5% | +19.7% | -30.2% | -14.6% |
| 30D | -32.4% | +21.5% | -54.0% | -35.7% |
| 3M | -60.9% | -0.4% | -60.4% | -61.1% |
| 6M | -62.8% | +4.5% | -67.4% | -63.5% |
| YTD | -65.7% | -2.9% | -62.8% | -66.3% |
| 1Y | -39.9% | -7.7% | -32.2% | -40.4% |
| 3Y | +10.6% | -25.6% | +36.3% | +13.5% |
| 5Y | -79.7% | -31.2% | -48.5% | -78.5% |
| All | -76.7% | +24.8% | -101.4% | -76.4% |
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