+225.5%
TGT vs MOS
+6.2%
+219.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.4% |
| 7D | +4.7% | +19.7% | -14.9% | +1.7% |
| 30D | +8.0% | +21.5% | -13.5% | +4.5% |
| 3M | +11.7% | -0.4% | +12.1% | +11.3% |
| 6M | +34.7% | +4.5% | +30.2% | +32.7% |
| YTD | +74.4% | -2.9% | +77.3% | +72.3% |
| 1Y | +89.2% | -7.7% | +96.9% | +88.3% |
| 3Y | +73.4% | -25.6% | +99.0% | +75.6% |
| 5Y | -24.0% | -31.2% | +7.1% | -22.9% |
| 10Y | +225.5% | +2.8% | +222.7% | +208.8% |
| All | +225.5% | +6.2% | +219.4% | +208.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling