-29.4%
AXON vs MOS
-17.5%
-11.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.1% |
| 7D | -14.2% | +9.5% | -23.7% | -13.9% |
| 30D | -15.4% | +10.4% | -25.8% | -15.2% |
| 3M | +0.5% | +12.9% | -12.4% | +0.9% |
| 6M | -9.5% | +1.2% | -10.7% | -8.5% |
| YTD | -9.2% | +9.3% | -18.5% | -9.9% |
| 1Y | -29.4% | -18.0% | -11.4% | -28.1% |
| All | -29.4% | -17.5% | -11.9% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling