-47.3%
TE vs MOS
-8.7%
-38.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | -4.0% | +9.5% | -13.5% | -7.2% |
| 30D | -15.9% | +10.4% | -26.3% | -19.2% |
| 3M | -60.5% | +12.9% | -73.4% | -62.5% |
| 6M | -35.2% | +1.2% | -36.5% | -36.9% |
| YTD | -31.1% | +9.3% | -40.4% | -35.9% |
| 1Y | +148.6% | -18.0% | +166.6% | +156.8% |
| 3Y | -26.4% | -29.0% | +2.6% | -22.4% |
| All | -47.3% | -8.7% | -38.6% | -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 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