+388.1%
TMO vs MOS
-1.8%
+390.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | +1.6% | +5.5% | -3.8% | +1.0% |
| 30D | +8.4% | +21.0% | -12.6% | +5.6% |
| 3M | +18.7% | -0.5% | +19.2% | +18.3% |
| 6M | +58.9% | +6.6% | +52.3% | +56.5% |
| YTD | +24.2% | -2.8% | +27.0% | +23.0% |
| 1Y | +22.8% | -8.1% | +30.9% | +22.4% |
| 3Y | +61.6% | -25.6% | +87.2% | +63.2% |
| 5Y | +15.3% | -29.8% | +45.0% | +15.3% |
| 10Y | +388.1% | +0.6% | +387.6% | +356.7% |
| All | +388.1% | -1.8% | +390.0% | +356.7% |
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