+118.0%
MOS vs TXT
+2,239.7%
-2,121.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +4.0% |
| 7D | +22.5% | -2.5% | +25.0% | +23.7% |
| 30D | +6.6% | +12.8% | -6.2% | +0.7% |
| 3M | -3.8% | -3.6% | -0.2% | -3.2% |
| 6M | -2.2% | -6.9% | +4.7% | -0.5% |
| YTD | -4.8% | -2.2% | -2.6% | -5.8% |
| 1Y | -11.7% | +6.3% | -18.0% | -15.6% |
| 3Y | -26.5% | +10.3% | -36.8% | -32.0% |
| 5Y | -32.2% | +10.6% | -42.8% | -37.7% |
| 10Y | +10.2% | +121.0% | -110.8% | -24.0% |
| All | +118.0% | +2,239.7% | -2,121.7% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling