-32.2%
MOS vs TXT
+11.0%
-43.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +4.0% |
| 7D | +22.5% | -2.5% | +25.0% | +23.8% |
| 30D | +6.6% | +12.8% | -6.2% | -0.1% |
| 3M | -3.8% | -3.6% | -0.2% | -2.8% |
| 6M | -2.2% | -6.9% | +4.7% | -0.1% |
| YTD | -4.8% | -2.2% | -2.6% | -6.2% |
| 1Y | -11.7% | +6.3% | -18.0% | -17.0% |
| 3Y | -26.5% | +10.3% | -36.8% | -34.9% |
| 5Y | -32.2% | +10.6% | -42.8% | -41.7% |
| All | -32.2% | +11.0% | -43.2% | -41.7% |
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