+9.4%
TT vs MOS
-17.5%
+26.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | 0.0% | +9.5% | -9.5% | -0.9% |
| 30D | -7.2% | +10.4% | -17.6% | -8.0% |
| 3M | -3.0% | +12.9% | -15.9% | -4.5% |
| 6M | +1.4% | +1.2% | +0.1% | +0.3% |
| YTD | +15.9% | +9.3% | +6.6% | +15.3% |
| 1Y | +9.4% | -18.0% | +27.4% | +10.8% |
| All | +9.4% | -17.5% | +26.9% | +10.8% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling