+38.5%
MOS vs TXG
+21.5%
+17.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +2.0% |
| 7D | +7.1% | +9.4% | -2.3% | +5.7% |
| 30D | +15.0% | +26.1% | -11.0% | +11.1% |
| 3M | +24.1% | +124.8% | -100.7% | +9.5% |
| 6M | +2.7% | +215.2% | -212.5% | -14.3% |
| YTD | +12.2% | +302.2% | -290.0% | -10.0% |
| 1Y | -16.3% | +370.9% | -387.2% | -35.3% |
| 3Y | -23.3% | +38.5% | -61.8% | -32.6% |
| 5Y | -4.2% | -64.4% | +60.2% | -2.7% |
| All | +38.5% | +21.5% | +17.1% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling