+420.4%
TTMI vs MOS
+3.2%
+417.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.4% |
| 7D | -11.5% | +24.8% | -36.3% | -17.6% |
| 30D | -40.3% | +22.7% | -63.0% | -44.2% |
| 3M | -44.5% | -1.2% | -43.3% | -45.2% |
| 6M | -54.1% | +5.5% | -59.6% | -55.8% |
| YTD | +4.7% | -2.0% | +6.6% | +1.4% |
| 1Y | +3.3% | -7.9% | +11.3% | +1.8% |
| 3Y | +407.2% | -25.0% | +432.2% | +413.7% |
| 5Y | +406.5% | -27.7% | +434.3% | +391.6% |
| 10Y | +420.4% | -1.6% | +421.9% | +297.8% |
| All | +420.4% | +3.2% | +417.2% | +297.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling