-9.6%
MOS vs TXG
-66.1%
+56.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | +9.5% | +1.8% | +7.7% | +9.2% |
| 30D | +10.4% | +32.0% | -21.6% | +6.2% |
| 3M | +12.9% | +87.0% | -74.1% | +3.2% |
| 6M | +1.2% | +180.1% | -178.8% | -12.8% |
| YTD | +9.3% | +284.1% | -274.8% | -9.9% |
| 1Y | -18.0% | +361.7% | -379.7% | -34.9% |
| 3Y | -29.0% | +15.9% | -44.9% | -35.9% |
| All | -9.6% | -66.1% | +56.5% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling