-16.6%
TLT vs MOS
+8.6%
-25.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.1% | +21.6% | -21.5% | +0.9% |
| 30D | +6.2% | +12.0% | -5.8% | +6.7% |
| 3M | +0.1% | -3.9% | +3.9% | 0.0% |
| 6M | -3.0% | -3.3% | +0.4% | -2.9% |
| YTD | -2.7% | -4.6% | +1.9% | -2.6% |
| 1Y | -4.8% | -7.0% | +2.1% | -4.7% |
| 3Y | +6.9% | -24.4% | +31.3% | +6.5% |
| 5Y | -34.5% | -32.1% | -2.3% | -34.0% |
| All | -16.6% | +8.6% | -25.2% | -12.5% |
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