+14,183.4%
TER vs MOS
+155.8%
+14,027.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.0% |
| 7D | +0.6% | +9.5% | -9.0% | -2.3% |
| 30D | -8.3% | +10.4% | -18.7% | -11.5% |
| 3M | -12.2% | +12.9% | -25.1% | -16.1% |
| 6M | +17.0% | +1.2% | +15.8% | +14.9% |
| YTD | +84.6% | +9.3% | +75.3% | +76.5% |
| 1Y | +199.8% | -18.0% | +217.8% | +210.6% |
| 3Y | +232.8% | -29.0% | +261.8% | +250.5% |
| 5Y | +198.6% | -9.6% | +208.2% | +175.8% |
| 10Y | +1,669.7% | +6.1% | +1,663.7% | +1,260.6% |
| All | +14,183.4% | +155.8% | +14,027.6% | +5,108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling