+748.4%
TT vs MOS
-4.2%
+752.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.7% |
| 7D | +8.1% | -2.6% | +10.6% | +8.6% |
| 30D | -11.3% | +13.5% | -24.7% | -13.8% |
| 3M | -11.2% | -2.9% | -8.3% | -11.4% |
| 6M | -8.9% | -1.0% | -7.9% | -9.9% |
| YTD | +9.7% | -7.2% | +16.9% | +9.0% |
| 1Y | +1.3% | -11.4% | +12.6% | +1.3% |
| 3Y | +93.4% | -29.0% | +122.3% | +97.3% |
| 5Y | +133.5% | -34.0% | +167.5% | +127.1% |
| All | +748.4% | -4.2% | +752.6% | +565.1% |
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