+77.2%
AXON vs MOS
-32.4%
+109.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.1% | -18.3% | -18.2% |
| 7D | -26.8% | +21.6% | -48.4% | -28.6% |
| 30D | -22.9% | +12.0% | -34.9% | -24.1% |
| 3M | -40.1% | -3.9% | -36.2% | -40.1% |
| 6M | -18.9% | -3.3% | -15.6% | -19.3% |
| YTD | -44.9% | -4.6% | -40.2% | -45.6% |
| 1Y | -46.7% | -7.0% | -39.7% | -47.2% |
| 3Y | +44.3% | -24.4% | +68.8% | +45.1% |
| All | +77.2% | -32.4% | +109.5% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling