-15.6%
MOS vs TXG
+406.9%
-422.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.4% | +14.0% | +17.0% |
| 7D | +17.9% | -19.3% | +37.2% | +20.3% |
| 30D | +1.6% | -30.9% | +32.5% | +5.0% |
| 3M | -4.0% | +41.1% | -45.1% | -9.0% |
| 6M | -4.1% | +211.9% | -216.0% | -17.5% |
| YTD | -7.8% | +314.0% | -321.8% | -21.9% |
| 1Y | -15.6% | +405.4% | -421.0% | -29.9% |
| All | -15.6% | +406.9% | -422.5% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling