+0.8%
TFC vs MOS
-33.6%
+34.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +2.3% | -2.0% | +4.2% | +2.7% |
| 30D | +10.8% | +15.3% | -4.5% | +6.9% |
| 3M | -3.8% | +1.5% | -5.3% | -4.8% |
| 6M | +9.6% | -2.0% | +11.6% | +8.6% |
| YTD | +5.8% | -6.5% | +12.3% | +4.0% |
| 1Y | +16.2% | -11.1% | +27.2% | +15.5% |
| 3Y | +96.0% | -30.3% | +126.2% | +102.4% |
| All | +0.8% | -33.6% | +34.4% | -10.0% |
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