+325.6%
TTD vs MOS
+6.7%
+318.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -4.1% |
| 7D | -1.9% | +22.5% | -24.4% | -8.0% |
| 30D | +7.5% | +6.6% | +0.8% | +4.7% |
| 3M | -32.4% | -3.8% | -28.6% | -32.4% |
| 6M | -47.9% | -2.2% | -45.7% | -48.5% |
| YTD | -66.3% | -4.8% | -61.5% | -67.1% |
| 1Y | -73.1% | -11.7% | -61.4% | -73.3% |
| 3Y | -83.8% | -26.5% | -57.3% | -83.6% |
| 5Y | -81.3% | -32.2% | -49.1% | -81.5% |
| 10Y | +436.7% | +10.2% | +426.5% | +254.5% |
| All | +325.6% | +6.7% | +318.9% | +181.5% |
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 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