-4.0%
MOS vs TXT
-0.5%
-3.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -1.3% | +18.6% | +17.1% |
| 7D | +17.9% | +10.6% | +7.3% | +20.0% |
| 30D | +1.6% | +14.4% | -12.8% | +4.7% |
| 3M | -4.0% | -2.7% | -1.2% | -12.4% |
| All | -4.0% | -0.5% | -3.5% | -12.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling