+256.1%
TPR vs MOS
-32.4%
+288.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | +14.2% | +21.6% | -7.4% | +9.1% |
| 30D | +17.1% | +12.0% | +5.1% | +13.8% |
| 3M | -17.7% | -3.9% | -13.8% | -17.4% |
| 6M | -10.2% | -3.3% | -6.9% | -10.4% |
| YTD | +4.9% | -4.6% | +9.6% | +3.3% |
| 1Y | +36.1% | -7.0% | +43.1% | +34.6% |
| 3Y | +416.5% | -24.4% | +440.9% | +424.2% |
| All | +256.1% | -32.4% | +288.5% | +223.8% |
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