+17.8%
MOS vs TXG
+9.8%
+8.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | +21.6% | -15.4% | +37.0% | +23.9% |
| 30D | +12.0% | -22.1% | +34.1% | +14.9% |
| 3M | -3.9% | +30.0% | -33.9% | -9.1% |
| 6M | -3.3% | +160.7% | -164.0% | -18.0% |
| YTD | -4.6% | +263.5% | -268.1% | -23.6% |
| 1Y | -7.0% | +356.0% | -363.0% | -28.5% |
| 3Y | -24.4% | +53.4% | -77.8% | -35.5% |
| 5Y | -32.1% | -66.7% | +34.6% | -31.3% |
| All | +17.8% | +9.8% | +8.0% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling