-72.0%
TTD vs MOS
-16.2%
-55.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +17.4% | -14.5% | +2.7% |
| 7D | +3.7% | +17.9% | -14.3% | +3.5% |
| 30D | +10.4% | +1.6% | +8.9% | +10.1% |
| 3M | -31.6% | -4.0% | -27.6% | -31.8% |
| 6M | -45.1% | -4.1% | -41.0% | -45.4% |
| YTD | -65.1% | -7.8% | -57.3% | -65.4% |
| 1Y | -72.0% | -15.6% | -56.4% | -71.4% |
| All | -72.0% | -16.2% | -55.8% | -71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling