-79.7%
TE vs MOS
-32.4%
-47.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -12.6% | +21.6% | -34.2% | -19.6% |
| 30D | -36.7% | +12.0% | -48.7% | -39.9% |
| 3M | -57.5% | -3.9% | -53.6% | -57.4% |
| 6M | -55.2% | -3.3% | -51.9% | -55.5% |
| YTD | -64.7% | -4.6% | -60.0% | -65.8% |
| 1Y | -35.9% | -7.0% | -28.9% | -37.5% |
| 3Y | -31.8% | -24.4% | -7.4% | -30.2% |
| All | -79.7% | -32.4% | -47.3% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling