+36.1%
TPR vs MOS
-11.3%
+47.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.0% |
| 7D | +14.2% | +21.6% | -7.4% | +11.1% |
| 30D | +17.1% | +12.0% | +5.1% | +15.1% |
| 3M | -17.7% | -3.9% | -13.8% | -17.8% |
| 6M | -10.2% | -3.3% | -6.9% | -10.5% |
| YTD | +4.9% | -4.6% | +9.6% | +0.8% |
| 1Y | +36.1% | -7.0% | +43.1% | +30.6% |
| All | +36.1% | -11.3% | +47.4% | +30.6% |
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