-30.8%
MOS vs TXG
+67.8%
-98.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.8% | +0.2% | -4.0% |
| 7D | -2.6% | +1.8% | -4.3% | -2.8% |
| 30D | +13.5% | -17.7% | +31.1% | +15.4% |
| 3M | -2.9% | +2.3% | -5.2% | -4.9% |
| 6M | -1.0% | +182.5% | -183.5% | -16.5% |
| YTD | -7.2% | +262.4% | -269.6% | -25.0% |
| 1Y | -11.4% | +254.1% | -265.5% | -28.5% |
| All | -30.8% | +67.8% | -98.6% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling