+12.6%
MOS vs TRGP
+843.4%
-830.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.2% | +1.9% |
| 7D | +7.1% | -0.6% | +7.7% | +7.3% |
| 30D | +15.0% | +14.6% | +0.5% | +7.4% |
| 3M | +24.1% | +11.9% | +12.1% | +16.3% |
| 6M | +2.7% | +25.3% | -22.6% | -9.5% |
| YTD | +12.2% | +61.9% | -49.7% | -13.0% |
| 1Y | -16.3% | +87.3% | -103.6% | -39.8% |
| 3Y | -23.3% | +268.0% | -291.3% | -62.4% |
| 5Y | -4.2% | +638.2% | -642.4% | -66.3% |
| 10Y | +12.6% | +821.9% | -809.4% | -74.8% |
| All | +12.6% | +843.4% | -830.8% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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