+88.6%
TGT vs MOS
-16.2%
+104.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +17.4% | -11.7% | +3.4% |
| 7D | +9.5% | +17.9% | -8.5% | +7.2% |
| 30D | +6.6% | +1.6% | +5.1% | +6.0% |
| 3M | +11.0% | -4.0% | +15.0% | +10.8% |
| 6M | +29.9% | -4.1% | +34.0% | +29.5% |
| YTD | +71.4% | -7.8% | +79.3% | +65.2% |
| 1Y | +88.6% | -15.6% | +104.2% | +88.8% |
| All | +88.6% | -16.2% | +104.8% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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