+21.7%
TE vs MOS
-25.3%
+47.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | -22.0% | +5.5% | -27.4% | -23.6% |
| 30D | -33.6% | +21.0% | -54.6% | -38.6% |
| 3M | -61.1% | -0.5% | -60.6% | -61.3% |
| 6M | -64.7% | +6.6% | -71.3% | -66.1% |
| YTD | -68.1% | -2.8% | -65.3% | -69.6% |
| 1Y | -51.7% | -8.1% | -43.6% | -52.9% |
| All | +21.7% | -25.3% | +47.0% | +38.7% |
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