-54.0%
TE vs MOS
-7.8%
-46.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.0% | -10.6% | -9.7% |
| 7D | -26.9% | +24.8% | -51.7% | -28.6% |
| 30D | -38.9% | +22.7% | -61.6% | -40.4% |
| 3M | -61.0% | -1.2% | -59.8% | -60.7% |
| 6M | -66.4% | +5.5% | -71.9% | -66.5% |
| YTD | -69.0% | -2.0% | -67.1% | -68.9% |
| 1Y | -54.0% | -7.9% | -46.1% | -51.4% |
| All | -54.0% | -7.8% | -46.2% | -51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling