+911.5%
TT vs MOS
+5.8%
+905.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | 0.0% | +9.5% | -9.5% | -1.8% |
| 30D | -7.2% | +10.4% | -17.6% | -9.1% |
| 3M | -3.0% | +12.9% | -15.9% | -5.8% |
| 6M | +1.4% | +1.2% | +0.1% | -0.1% |
| YTD | +15.9% | +9.3% | +6.6% | +12.2% |
| 1Y | +9.4% | -18.0% | +27.4% | +11.7% |
| 3Y | +124.4% | -29.0% | +153.4% | +130.5% |
| 5Y | +138.0% | -9.6% | +147.6% | +115.5% |
| All | +911.5% | +5.8% | +905.6% | +732.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling