+396.7%
TTMI vs MOS
+8.6%
+388.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.1% | +6.8% | +6.9% |
| 7D | -19.8% | +21.6% | -41.4% | -25.0% |
| 30D | -48.1% | +12.0% | -60.1% | -50.3% |
| 3M | -51.2% | -3.9% | -47.3% | -51.5% |
| 6M | -59.6% | -3.3% | -56.3% | -60.1% |
| YTD | -3.6% | -4.6% | +1.0% | -5.9% |
| 1Y | -2.3% | -7.0% | +4.6% | -4.2% |
| 3Y | +369.4% | -24.4% | +393.8% | +373.3% |
| 5Y | +365.4% | -32.1% | +397.5% | +359.9% |
| All | +396.7% | +8.6% | +388.1% | +284.9% |
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