+379.4%
TTD vs MOS
+22.5%
+356.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.8% |
| 7D | +6.3% | +9.5% | -3.2% | +3.5% |
| 30D | -23.9% | +10.4% | -34.3% | -26.2% |
| 3M | -31.4% | +12.9% | -44.3% | -34.2% |
| 6M | -42.7% | +1.2% | -43.9% | -44.3% |
| YTD | -62.0% | +9.3% | -71.3% | -64.1% |
| 1Y | -72.2% | -18.0% | -54.2% | -71.5% |
| 3Y | -81.9% | -29.0% | -52.9% | -81.3% |
| 5Y | -81.5% | -9.6% | -72.0% | -83.3% |
| All | +379.4% | +22.5% | +356.9% | +207.1% |
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