+523.2%
TEAM vs MOS
+5.8%
+517.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.8% |
| 7D | -0.4% | +9.5% | -10.0% | -1.7% |
| 30D | +67.3% | +10.4% | +56.9% | +64.7% |
| 3M | +86.8% | +12.9% | +73.9% | +82.9% |
| 6M | +146.8% | +1.2% | +145.6% | +143.6% |
| YTD | +16.9% | +9.3% | +7.6% | +13.6% |
| 1Y | +12.8% | -18.0% | +30.8% | +14.3% |
| 3Y | -7.3% | -29.0% | +21.8% | -5.6% |
| 5Y | -50.7% | -9.6% | -41.1% | -51.5% |
| All | +523.2% | +5.8% | +517.4% | +510.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling