+808.8%
TTMI vs MOS
-8.7%
+817.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.4% | +8.5% |
| 7D | +5.9% | +9.5% | -3.7% | +3.7% |
| 30D | -4.3% | +10.4% | -14.7% | -6.7% |
| 3M | -32.0% | +12.9% | -44.9% | -34.4% |
| 6M | +19.5% | +1.2% | +18.2% | +17.4% |
| YTD | +82.0% | +9.3% | +72.7% | +74.6% |
| 1Y | +172.6% | -18.0% | +190.6% | +179.3% |
| 3Y | +744.7% | -29.0% | +773.7% | +772.4% |
| All | +808.8% | -8.7% | +817.6% | +811.2% |
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