-31.8%
TE vs MOS
-26.6%
-5.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -12.6% | +21.6% | -34.2% | -19.1% |
| 30D | -36.7% | +12.0% | -48.7% | -39.6% |
| 3M | -57.5% | -3.9% | -53.6% | -57.2% |
| 6M | -55.2% | -3.3% | -51.9% | -55.3% |
| YTD | -64.7% | -4.6% | -60.0% | -66.0% |
| 1Y | -35.9% | -7.0% | -28.9% | -37.9% |
| 3Y | -31.8% | -24.4% | -7.4% | -21.7% |
| All | -31.8% | -26.6% | -5.2% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling