+750.6%
TT vs MOS
+6.2%
+744.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.8% | +4.3% |
| 7D | +1.7% | +19.7% | -17.9% | -2.0% |
| 30D | -11.8% | +21.5% | -33.3% | -15.4% |
| 3M | -12.6% | -0.4% | -12.2% | -13.2% |
| 6M | -9.4% | +4.5% | -13.9% | -11.3% |
| YTD | +8.8% | -2.9% | +11.7% | +7.2% |
| 1Y | -2.5% | -7.7% | +5.2% | -3.2% |
| 3Y | +95.7% | -25.6% | +121.3% | +98.0% |
| 5Y | +135.7% | -31.2% | +166.9% | +127.6% |
| 10Y | +750.6% | +2.8% | +747.8% | +558.7% |
| All | +750.6% | +6.2% | +744.5% | +558.7% |
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