-84.3%
TE vs MOS
-33.6%
-50.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.3% |
| 7D | -19.1% | -2.0% | -17.1% | -18.5% |
| 30D | -34.1% | +15.3% | -49.4% | -38.1% |
| 3M | -60.1% | +1.5% | -61.6% | -60.9% |
| 6M | -66.0% | -2.0% | -64.0% | -66.3% |
| YTD | -71.4% | -6.5% | -64.9% | -72.1% |
| 1Y | -45.3% | -11.1% | -34.2% | -45.8% |
| 3Y | +9.1% | -30.3% | +39.4% | +15.4% |
| All | -84.3% | -33.6% | -50.7% | -85.3% |
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