+8.2%
MOS vs TXT
+94.9%
-86.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +9.5% | -4.8% | +14.3% | +12.7% |
| 30D | +10.4% | -10.6% | +21.0% | +17.9% |
| 3M | +12.9% | -13.2% | +26.1% | +21.8% |
| 6M | +1.2% | -20.3% | +21.6% | +14.7% |
| YTD | +9.3% | -9.3% | +18.6% | +13.3% |
| 1Y | -18.0% | -2.7% | -15.3% | -18.8% |
| 3Y | -29.0% | +1.4% | -30.4% | -34.1% |
| 5Y | -9.6% | +9.6% | -19.1% | -22.2% |
| All | +8.2% | +94.9% | -86.8% | -40.1% |
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