-21.7%
TLT vs MOS
+5.8%
-27.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | -0.4% | +9.5% | -10.0% | 0.0% |
| 30D | -0.6% | +10.4% | -11.0% | -0.1% |
| 3M | -2.7% | +12.9% | -15.6% | -2.2% |
| 6M | -5.6% | +1.2% | -6.9% | -5.4% |
| YTD | -2.8% | +9.3% | -12.1% | -2.1% |
| 1Y | -1.4% | -18.0% | +16.5% | -2.0% |
| 3Y | -1.6% | -29.0% | +27.4% | -2.6% |
| 5Y | -33.8% | -9.6% | -24.2% | -32.3% |
| All | -21.7% | +5.8% | -27.5% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling