-0.3%
TFC vs MOS
-33.6%
+33.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | +1.2% | -2.0% | +3.2% | +1.6% |
| 30D | +9.7% | +15.3% | -5.7% | +5.8% |
| 3M | -4.8% | +1.5% | -6.3% | -5.8% |
| 6M | +8.4% | -2.0% | +10.4% | +7.4% |
| YTD | +4.7% | -6.5% | +11.2% | +3.0% |
| 1Y | +15.0% | -11.1% | +26.0% | +14.3% |
| 3Y | +93.9% | -30.3% | +124.2% | +100.3% |
| All | -0.3% | -33.6% | +33.3% | -10.9% |
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 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