+2.8%
MOS vs TRGP
+772.2%
-769.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +0.2% |
| 7D | +19.7% | -7.2% | +26.8% | +23.2% |
| 30D | +21.5% | -4.2% | +25.7% | +22.7% |
| 3M | -0.4% | +7.0% | -7.4% | -5.1% |
| 6M | +4.5% | +11.2% | -6.7% | -3.3% |
| YTD | -2.9% | +51.1% | -54.0% | -23.1% |
| 1Y | -7.7% | +62.0% | -69.7% | -29.4% |
| 3Y | -25.6% | +248.2% | -273.8% | -63.0% |
| 5Y | -31.2% | +432.4% | -463.5% | -72.1% |
| 10Y | +2.8% | +739.5% | -736.7% | -76.1% |
| All | +2.8% | +772.2% | -769.4% | -76.1% |
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