-29.3%
MOS vs TPG
+78.6%
-107.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.3% |
| 7D | +1.7% | -6.5% | +8.2% | +3.1% |
| 30D | +11.7% | +0.1% | +11.6% | +11.2% |
| 3M | +23.2% | +14.5% | +8.6% | +18.6% |
| 6M | -1.6% | +17.3% | -19.0% | -6.3% |
| YTD | +10.8% | -20.5% | +31.3% | +16.0% |
| 1Y | -16.2% | -13.2% | -3.0% | -14.9% |
| 3Y | -24.2% | +87.7% | -112.0% | -43.6% |
| All | -29.3% | +78.6% | -107.9% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling