+130.4%
TLT vs MOS
+195.5%
-65.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.4% |
| 7D | +0.5% | +22.5% | -22.0% | +1.9% |
| 30D | +6.0% | +6.6% | -0.6% | +6.6% |
| 3M | -0.9% | -3.8% | +2.9% | -1.0% |
| 6M | -2.6% | -2.2% | -0.4% | -2.5% |
| YTD | -3.1% | -4.8% | +1.7% | -2.9% |
| 1Y | -4.4% | -11.7% | +7.3% | -4.5% |
| 3Y | +5.5% | -26.5% | +32.0% | +4.8% |
| 5Y | -34.7% | -32.2% | -2.5% | -34.4% |
| 10Y | -17.6% | +10.2% | -27.8% | -10.9% |
| All | +130.4% | +195.5% | -65.0% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling