+1,016.4%
AXON vs MOS
-4.2%
+1,020.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +1.9% | -1.8% |
| 7D | -19.7% | -2.6% | -17.2% | -19.3% |
| 30D | -25.7% | +13.5% | -39.2% | -27.8% |
| 3M | -48.8% | -2.9% | -45.9% | -49.0% |
| 6M | -22.0% | -1.0% | -21.0% | -23.1% |
| YTD | -45.9% | -7.2% | -38.7% | -46.7% |
| 1Y | -46.1% | -11.4% | -34.7% | -46.4% |
| 3Y | +40.9% | -29.0% | +69.9% | +43.6% |
| 5Y | +80.2% | -34.0% | +114.2% | +76.9% |
| All | +1,016.4% | -4.2% | +1,020.5% | +727.9% |
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