-85.4%
TTD vs MOS
-32.4%
-53.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +5.2% | +21.6% | -16.4% | +0.4% |
| 30D | +6.9% | +12.0% | -5.0% | +3.8% |
| 3M | -26.8% | -3.9% | -22.9% | -26.7% |
| 6M | -46.1% | -3.3% | -42.8% | -46.4% |
| YTD | -65.9% | -4.6% | -61.3% | -66.7% |
| 1Y | -71.8% | -7.0% | -64.9% | -72.4% |
| 3Y | -83.3% | -24.4% | -58.9% | -83.3% |
| All | -85.4% | -32.4% | -53.1% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling