+219.6%
TGT vs MOS
+8.2%
+211.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | 0.0% |
| 7D | +0.8% | +9.5% | -8.8% | -0.7% |
| 30D | +12.2% | +10.4% | +1.8% | +10.4% |
| 3M | +33.8% | +12.9% | +20.9% | +30.7% |
| 6M | +39.3% | +1.2% | +38.1% | +37.6% |
| YTD | +72.9% | +9.3% | +63.5% | +68.3% |
| 1Y | +84.6% | -18.0% | +102.5% | +87.7% |
| 3Y | +46.2% | -29.0% | +75.2% | +49.3% |
| 5Y | -21.3% | -9.6% | -11.8% | -23.0% |
| All | +219.6% | +8.2% | +211.4% | +191.6% |
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