-28.3%
MOS vs TRGP
+252.7%
-281.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +9.5% | +0.8% | +8.8% | +9.3% |
| 30D | +10.4% | +11.5% | -1.1% | +6.8% |
| 3M | +12.9% | +9.0% | +3.9% | +9.5% |
| 6M | +1.2% | +20.5% | -19.3% | -5.5% |
| YTD | +9.3% | +59.5% | -50.2% | -7.3% |
| 1Y | -18.0% | +77.9% | -95.9% | -32.9% |
| All | -28.3% | +252.7% | -281.0% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling