+109.8%
TEM vs MOS
-10.7%
+120.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.8% | +9.2% | +10.4% |
| 7D | +7.6% | +19.7% | -12.1% | +0.3% |
| 30D | +19.0% | +21.5% | -2.5% | +10.3% |
| 3M | +62.2% | -0.4% | +62.7% | +62.1% |
| 6M | +69.4% | +4.5% | +64.8% | +65.1% |
| YTD | +43.0% | -2.9% | +45.9% | +39.6% |
| 1Y | +18.0% | -7.7% | +25.7% | +17.2% |
| All | +109.8% | -10.7% | +120.5% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling