-23.3%
MOS vs TPG
+98.7%
-122.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.0% |
| 7D | +7.1% | -2.9% | +9.9% | +7.4% |
| 30D | +15.0% | +5.0% | +10.0% | +14.0% |
| 3M | +24.1% | +24.9% | -0.8% | +19.8% |
| 6M | +2.7% | +21.1% | -18.4% | -0.6% |
| YTD | +12.2% | -17.3% | +29.4% | +16.0% |
| 1Y | -16.3% | -9.8% | -6.5% | -15.4% |
| 3Y | -23.3% | +95.4% | -118.7% | -46.5% |
| All | -23.3% | +98.7% | -122.0% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling