-56.3%
MOS vs TRGP
+2,035.2%
-2,091.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.2% |
| 7D | +21.6% | -16.0% | +37.6% | +29.6% |
| 30D | +12.0% | -6.4% | +18.4% | +14.0% |
| 3M | -3.9% | -1.0% | -2.9% | -4.8% |
| 6M | -3.3% | +7.0% | -10.3% | -7.9% |
| YTD | -4.6% | +46.1% | -50.8% | -20.5% |
| 1Y | -7.0% | +58.7% | -65.7% | -25.1% |
| 3Y | -24.4% | +221.9% | -246.3% | -56.2% |
| 5Y | -32.1% | +419.9% | -452.0% | -67.4% |
| 10Y | +10.3% | +769.8% | -759.5% | -66.0% |
| All | -56.3% | +2,035.2% | -2,091.5% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling