+753.3%
TT vs MOS
+8.6%
+744.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.4% |
| 7D | -2.0% | +21.6% | -23.6% | -6.0% |
| 30D | -14.0% | +12.0% | -26.0% | -16.3% |
| 3M | -15.9% | -3.9% | -12.0% | -15.9% |
| 6M | -17.3% | -3.3% | -14.0% | -17.8% |
| YTD | +4.0% | -4.6% | +8.6% | +2.8% |
| 1Y | -7.1% | -7.0% | -0.1% | -8.0% |
| 3Y | +90.2% | -24.4% | +114.7% | +91.7% |
| 5Y | +131.1% | -32.1% | +163.2% | +123.6% |
| All | +753.3% | +8.6% | +744.6% | +559.1% |
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