+8,486.3%
TPR vs MOS
+118.1%
+8,368.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.3% | +3.8% | +6.1% |
| 7D | +13.9% | +22.5% | -8.6% | +6.7% |
| 30D | +14.9% | +6.6% | +8.3% | +12.1% |
| 3M | -15.4% | -3.8% | -11.6% | -15.1% |
| 6M | -4.5% | -2.2% | -2.3% | -5.4% |
| YTD | +6.0% | -4.8% | +10.8% | +4.0% |
| 1Y | +24.3% | -11.7% | +36.0% | +24.8% |
| 3Y | +412.8% | -26.5% | +439.3% | +428.2% |
| 5Y | +258.4% | -32.2% | +290.6% | +256.2% |
| 10Y | +396.8% | +10.2% | +386.6% | +289.2% |
| All | +8,486.3% | +118.1% | +8,368.2% | +3,812.9% |
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