-65.5%
TEAM vs MOS
-29.3%
-36.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -19.7% | +5.5% | -25.2% | -20.4% |
| 30D | -26.6% | +21.0% | -47.6% | -29.1% |
| 3M | -1.1% | -0.5% | -0.6% | -1.7% |
| 6M | +74.6% | +6.6% | +68.0% | +70.2% |
| YTD | -6.0% | -2.8% | -3.2% | -8.4% |
| 1Y | -3.2% | -8.1% | +4.8% | -4.6% |
| 3Y | -13.5% | -25.6% | +12.1% | -12.9% |
| 5Y | -65.5% | -29.8% | -35.7% | -70.7% |
| All | -65.5% | -29.3% | -36.1% | -70.7% |
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 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