+9,412.3%
TMO vs MOS
+117.2%
+9,295.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.0% | -1.8% |
| 7D | +3.3% | -2.6% | +5.9% | +3.8% |
| 30D | +5.5% | +13.5% | -8.0% | +2.8% |
| 3M | +16.1% | -2.9% | +19.0% | +16.0% |
| 6M | +52.6% | -1.0% | +53.5% | +51.2% |
| YTD | +21.0% | -7.2% | +28.2% | +20.3% |
| 1Y | +19.4% | -11.4% | +30.8% | +19.4% |
| 3Y | +57.5% | -29.0% | +86.5% | +60.9% |
| 5Y | +11.7% | -34.0% | +45.7% | +11.6% |
| 10Y | +375.7% | -4.0% | +379.8% | +302.8% |
| All | +9,412.3% | +117.2% | +9,295.2% | +4,817.3% |
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