+7,919.3%
TPR vs MOS
+111.2%
+7,808.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +17.4% | -13.8% | -1.7% |
| 7D | +12.6% | +17.9% | -5.3% | +6.7% |
| 30D | +7.1% | +1.6% | +5.6% | +6.0% |
| 3M | -19.4% | -4.0% | -15.4% | -19.1% |
| 6M | -9.7% | -4.1% | -5.6% | -10.1% |
| YTD | -1.0% | -7.8% | +6.8% | -1.9% |
| 1Y | +19.3% | -15.6% | +34.9% | +21.3% |
| 3Y | +379.0% | -28.9% | +407.8% | +398.0% |
| 5Y | +239.1% | -36.8% | +275.9% | +244.1% |
| 10Y | +364.0% | +6.7% | +357.3% | +266.9% |
| All | +7,919.3% | +111.2% | +7,808.1% | +3,588.9% |
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