-34.0%
MOS vs TRGP
+500.4%
-534.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -5.3% |
| 7D | -2.6% | +9.0% | -11.6% | -6.6% |
| 30D | +13.5% | +1.5% | +11.9% | +11.2% |
| 3M | -2.9% | +10.7% | -13.6% | -9.5% |
| 6M | -1.0% | +17.1% | -18.1% | -11.6% |
| YTD | -7.2% | +63.6% | -70.8% | -32.1% |
| 1Y | -11.4% | +77.0% | -88.4% | -38.0% |
| 3Y | -29.0% | +273.2% | -302.1% | -73.6% |
| 5Y | -34.0% | +508.6% | -542.6% | -84.7% |
| All | -34.0% | +500.4% | -534.4% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling