+240.4%
TPR vs MOS
-8.7%
+249.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -2.3% | +9.5% | -11.8% | -4.4% |
| 30D | -23.0% | +10.4% | -33.4% | -24.7% |
| 3M | -12.5% | +12.9% | -25.4% | -15.3% |
| 6M | -21.4% | +1.2% | -22.7% | -22.7% |
| YTD | -3.5% | +9.3% | -12.8% | -7.5% |
| 1Y | +17.4% | -18.0% | +35.3% | +20.6% |
| 3Y | +291.3% | -29.0% | +320.3% | +305.3% |
| All | +240.4% | -8.7% | +249.1% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling