+15,818.7%
TT vs MOS
+155.8%
+15,662.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -0.2% | +9.5% | -9.8% | -2.6% |
| 30D | -7.4% | +10.4% | -17.8% | -9.9% |
| 3M | -3.2% | +12.9% | -16.1% | -6.9% |
| 6M | +1.1% | +1.2% | -0.1% | -0.8% |
| YTD | +15.6% | +9.3% | +6.3% | +10.8% |
| 1Y | +9.2% | -18.0% | +27.1% | +11.8% |
| 3Y | +124.4% | -29.0% | +153.4% | +131.0% |
| 5Y | +138.0% | -9.6% | +147.6% | +114.9% |
| 10Y | +886.4% | +6.1% | +880.3% | +656.5% |
| All | +15,818.7% | +155.8% | +15,662.9% | +6,717.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling