-9.6%
MOS vs TXT
+10.4%
-20.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +9.5% | -4.8% | +14.3% | +12.1% |
| 30D | +10.4% | -10.6% | +21.0% | +16.5% |
| 3M | +12.9% | -13.2% | +26.1% | +20.1% |
| 6M | +1.2% | -20.3% | +21.6% | +12.3% |
| YTD | +9.3% | -9.3% | +18.6% | +12.4% |
| 1Y | -18.0% | -2.7% | -15.3% | -18.9% |
| 3Y | -29.0% | +1.4% | -30.4% | -34.0% |
| All | -9.6% | +10.4% | -20.0% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling