+187.6%
TTMI vs MOS
+126.1%
+61.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.1% | +6.8% | +6.9% |
| 7D | -19.8% | +21.6% | -41.4% | -25.8% |
| 30D | -48.1% | +12.0% | -60.1% | -50.7% |
| 3M | -51.2% | -3.9% | -47.3% | -51.7% |
| 6M | -59.6% | -3.3% | -56.3% | -60.3% |
| YTD | -3.6% | -4.6% | +1.0% | -6.4% |
| 1Y | -2.3% | -7.0% | +4.6% | -4.7% |
| 3Y | +369.4% | -24.4% | +393.8% | +372.6% |
| 5Y | +365.4% | -32.1% | +397.5% | +358.8% |
| 10Y | +413.2% | +10.3% | +402.9% | +270.1% |
| All | +187.6% | +126.1% | +61.5% | +13.1% |
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