-80.8%
TTD vs MOS
-8.7%
-72.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.7% |
| 7D | +6.3% | +9.5% | -3.2% | +4.0% |
| 30D | -23.9% | +10.4% | -34.3% | -25.8% |
| 3M | -31.4% | +12.9% | -44.3% | -33.6% |
| 6M | -42.7% | +1.2% | -43.9% | -44.0% |
| YTD | -62.0% | +9.3% | -71.3% | -63.8% |
| 1Y | -72.2% | -18.0% | -54.2% | -71.5% |
| 3Y | -81.9% | -29.0% | -52.9% | -81.3% |
| All | -80.8% | -8.7% | -72.1% | -84.5% |
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