+7.6%
MOS vs TXT
+112.2%
-104.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.3% |
| 7D | +21.6% | -2.5% | +24.1% | +23.3% |
| 30D | +12.0% | +14.4% | -2.4% | +2.0% |
| 3M | -3.9% | -4.9% | +1.0% | -2.3% |
| 6M | -3.3% | -10.2% | +6.9% | +1.1% |
| YTD | -4.6% | -4.1% | -0.5% | -5.5% |
| 1Y | -7.0% | +4.0% | -10.9% | -12.4% |
| 3Y | -24.4% | +8.0% | -32.4% | -33.1% |
| 5Y | -32.1% | +8.4% | -40.5% | -41.4% |
| All | +7.6% | +112.2% | -104.5% | -39.5% |
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