-4.5%
TT vs MOS
-16.2%
+11.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +17.4% | -19.0% | -2.8% |
| 7D | -8.5% | +17.9% | -26.4% | -9.6% |
| 30D | -12.8% | +1.6% | -14.4% | -12.7% |
| 3M | -12.9% | -4.0% | -8.9% | -12.5% |
| 6M | -15.2% | -4.1% | -11.1% | -15.3% |
| YTD | +6.2% | -7.8% | +14.0% | +7.8% |
| 1Y | -4.5% | -15.6% | +11.0% | -2.9% |
| All | -4.5% | -16.2% | +11.7% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling