+736.3%
TT vs MOS
-3.5%
+739.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.6% |
| 7D | +4.0% | -2.0% | +6.0% | +4.4% |
| 30D | -11.3% | +15.3% | -26.6% | -14.1% |
| 3M | -12.3% | +1.5% | -13.8% | -13.2% |
| 6M | -10.8% | -2.0% | -8.9% | -11.6% |
| YTD | +8.2% | -6.5% | +14.7% | +7.3% |
| 1Y | +1.5% | -11.1% | +12.5% | +1.4% |
| 3Y | +91.5% | -30.3% | +121.7% | +96.2% |
| 5Y | +130.2% | -33.5% | +163.7% | +123.6% |
| All | +736.3% | -3.5% | +739.8% | +554.7% |
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