+61.7%
TMO vs MOS
-24.7%
+86.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.6% |
| 7D | +2.8% | +24.8% | -22.0% | -0.4% |
| 30D | +9.1% | +22.7% | -13.5% | +5.8% |
| 3M | +19.9% | -1.2% | +21.1% | +19.7% |
| 6M | +54.7% | +5.5% | +49.2% | +52.4% |
| YTD | +24.3% | -2.0% | +26.2% | +22.3% |
| 1Y | +25.0% | -7.9% | +33.0% | +24.3% |
| 3Y | +61.7% | -25.0% | +86.7% | +63.9% |
| All | +61.7% | -24.7% | +86.4% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling