+24.3%
TPR vs MOS
-16.7%
+41.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.3% | +3.8% | +6.5% |
| 7D | +13.9% | +22.5% | -8.6% | +10.3% |
| 30D | +14.9% | +6.6% | +8.3% | +13.5% |
| 3M | -15.4% | -3.8% | -11.6% | -15.4% |
| 6M | -4.5% | -2.2% | -2.3% | -4.9% |
| YTD | +6.0% | -4.8% | +10.8% | -0.3% |
| 1Y | +24.3% | -11.7% | +36.0% | +22.6% |
| All | +24.3% | -16.7% | +41.0% | +22.6% |
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