-16.3%
MOS vs TXT
-2.3%
-14.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +7.1% | -0.2% | +7.3% | +7.1% |
| 30D | +15.0% | -11.1% | +26.1% | +18.9% |
| 3M | +24.1% | -13.0% | +37.1% | +28.1% |
| 6M | +2.7% | -16.2% | +18.9% | +7.1% |
| YTD | +12.2% | -8.7% | +20.9% | +10.8% |
| 1Y | -16.3% | -3.8% | -12.5% | -18.1% |
| All | -16.3% | -2.3% | -14.0% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling