-40.2%
AXON vs MOS
-16.7%
-23.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +3.3% | -13.1% | -9.7% |
| 7D | -12.7% | +22.5% | -35.2% | -12.1% |
| 30D | -8.6% | +6.6% | -15.3% | -8.6% |
| 3M | -37.2% | -3.8% | -33.4% | -37.7% |
| 6M | +0.5% | -2.2% | +2.7% | -0.1% |
| YTD | -32.6% | -4.8% | -27.9% | -34.5% |
| 1Y | -40.2% | -11.7% | -28.5% | -40.1% |
| All | -40.2% | -16.7% | -23.5% | -40.1% |
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