+44.3%
AXON vs MOS
-25.3%
+69.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.3% |
| 7D | -25.6% | +5.5% | -31.1% | -25.9% |
| 30D | -23.9% | +21.0% | -44.8% | -25.0% |
| 3M | -50.4% | -0.5% | -50.0% | -50.6% |
| 6M | -20.0% | +6.6% | -26.6% | -21.0% |
| YTD | -44.5% | -2.8% | -41.7% | -45.3% |
| 1Y | -44.9% | -8.1% | -36.8% | -45.2% |
| All | +44.3% | -25.3% | +69.5% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling