+7,716.4%
TPR vs MOS
+150.4%
+7,566.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -2.3% | +9.5% | -11.8% | -5.0% |
| 30D | -23.0% | +10.4% | -33.4% | -25.3% |
| 3M | -12.5% | +12.9% | -25.4% | -16.3% |
| 6M | -21.4% | +1.2% | -22.7% | -23.2% |
| YTD | -3.5% | +9.3% | -12.8% | -8.4% |
| 1Y | +17.4% | -18.0% | +35.3% | +21.3% |
| 3Y | +291.3% | -29.0% | +320.3% | +309.9% |
| 5Y | +241.9% | -9.6% | +251.5% | +212.2% |
| 10Y | +322.7% | +6.1% | +316.6% | +235.5% |
| All | +7,716.4% | +150.4% | +7,566.0% | +3,343.9% |
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