+460.1%
TEAM vs MOS
+8.6%
+451.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.1% | -16.3% | -16.2% |
| 7D | -19.8% | +21.6% | -41.4% | -22.0% |
| 30D | -21.5% | +12.0% | -33.5% | -22.9% |
| 3M | +39.5% | -3.9% | +43.4% | +39.3% |
| 6M | +73.1% | -3.3% | +76.4% | +72.1% |
| YTD | -5.2% | -4.6% | -0.6% | -6.6% |
| 1Y | -1.6% | -7.0% | +5.4% | -2.7% |
| 3Y | -11.4% | -24.4% | +13.0% | -11.1% |
| 5Y | -65.1% | -32.1% | -33.0% | -64.5% |
| All | +460.1% | +8.6% | +451.4% | +447.7% |
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