-30.9%
MOS vs TPG
+71.4%
-102.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.8% | -1.4% |
| 7D | +0.5% | -11.8% | +12.3% | +3.2% |
| 30D | +10.9% | -6.3% | +17.1% | +12.1% |
| 3M | +29.2% | +13.6% | +15.7% | +24.6% |
| 6M | -2.3% | +13.8% | -16.1% | -6.3% |
| YTD | +8.3% | -23.7% | +32.0% | +14.4% |
| 1Y | -21.2% | -18.2% | -3.0% | -18.8% |
| 3Y | -25.9% | +80.1% | -106.1% | -44.4% |
| All | -30.9% | +71.4% | -102.3% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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