-84.6%
TTD vs MOS
-31.8%
-52.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.8% | +13.6% | +15.1% |
| 7D | +19.0% | +19.7% | -0.7% | +14.0% |
| 30D | +23.6% | +21.5% | +2.1% | +17.9% |
| 3M | +8.2% | -0.4% | +8.6% | +7.5% |
| 6M | -35.3% | +4.5% | -39.8% | -36.7% |
| YTD | -60.7% | -2.9% | -57.8% | -61.7% |
| 1Y | -65.3% | -7.7% | -57.6% | -65.8% |
| 3Y | -80.6% | -25.6% | -54.9% | -80.4% |
| 5Y | -84.6% | -31.2% | -53.5% | -87.2% |
| All | -84.6% | -31.8% | -52.8% | -87.2% |
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