+733.5%
TT vs MOS
+8.5%
+725.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -5.0% |
| 7D | -9.0% | +22.5% | -31.5% | -12.8% |
| 30D | -17.6% | +6.6% | -24.3% | -19.0% |
| 3M | -18.7% | -3.8% | -14.9% | -18.7% |
| 6M | -17.4% | -2.2% | -15.2% | -18.1% |
| YTD | +1.5% | -4.8% | +6.3% | +0.4% |
| 1Y | -9.4% | -11.7% | +2.3% | -9.3% |
| 3Y | +85.1% | -26.5% | +111.6% | +87.6% |
| 5Y | +125.7% | -32.2% | +157.9% | +118.4% |
| All | +733.5% | +8.5% | +725.0% | +544.0% |
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