+0.6%
MOS vs TXT
+98.8%
-98.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.2% |
| 7D | +5.5% | -0.8% | +6.3% | +5.9% |
| 30D | +21.0% | +13.4% | +7.5% | +10.9% |
| 3M | -0.5% | -2.5% | +2.1% | -0.2% |
| 6M | +6.6% | -6.2% | +12.8% | +8.5% |
| YTD | -2.8% | -1.3% | -1.4% | -5.2% |
| 1Y | -8.1% | +4.3% | -12.4% | -13.6% |
| 3Y | -25.6% | +13.2% | -38.8% | -36.0% |
| 5Y | -29.8% | +12.4% | -42.1% | -40.7% |
| 10Y | +0.6% | +94.8% | -94.2% | -43.0% |
| All | +0.6% | +98.8% | -98.3% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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