+25.8%
TMO vs MOS
-17.5%
+43.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -1.4% | +9.5% | -10.9% | -1.9% |
| 30D | +6.2% | +10.4% | -4.2% | +5.4% |
| 3M | +27.5% | +12.9% | +14.6% | +26.3% |
| 6M | +20.0% | +1.2% | +18.7% | +18.8% |
| YTD | +6.1% | +9.3% | -3.2% | +5.1% |
| 1Y | +25.8% | -18.0% | +43.8% | +26.0% |
| All | +25.8% | -17.5% | +43.3% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling