-32.8%
MOS vs TRGP
+415.2%
-447.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.4% |
| 7D | +21.6% | -16.0% | +37.6% | +31.3% |
| 30D | +12.0% | -6.4% | +18.4% | +14.2% |
| 3M | -3.9% | -1.0% | -2.9% | -5.4% |
| 6M | -3.3% | +7.0% | -10.3% | -9.9% |
| YTD | -4.6% | +46.1% | -50.8% | -26.3% |
| 1Y | -7.0% | +58.7% | -65.7% | -31.4% |
| 3Y | -24.4% | +221.9% | -246.3% | -69.5% |
| All | -32.8% | +415.2% | -447.9% | -82.5% |
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