+16.3%
TFC vs MOS
-8.6%
+25.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.8% |
| 7D | +0.3% | +19.7% | -19.3% | -0.8% |
| 30D | +9.2% | +21.5% | -12.4% | +7.9% |
| 3M | -2.9% | -0.4% | -2.5% | -3.3% |
| 6M | +3.5% | +4.5% | -1.0% | +2.6% |
| YTD | +5.4% | -2.9% | +8.3% | +2.8% |
| All | +16.3% | -8.6% | +25.0% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling