-34.4%
MOS vs TXG
-65.2%
+30.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +0.9% |
| 7D | -2.0% | -1.8% | -0.1% | -1.8% |
| 30D | +15.3% | -20.4% | +35.7% | +17.8% |
| 3M | +1.5% | +0.1% | +1.4% | -0.1% |
| 6M | -2.0% | +176.2% | -178.1% | -16.3% |
| YTD | -6.5% | +256.8% | -263.3% | -23.5% |
| 1Y | -11.1% | +255.9% | -267.0% | -27.5% |
| 3Y | -30.3% | +60.2% | -90.5% | -40.2% |
| All | -34.4% | -65.2% | +30.8% | -40.1% |
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