+85.0%
TGT vs MOS
-15.9%
+101.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.4% |
| 7D | -0.6% | +7.1% | -7.7% | -1.5% |
| 30D | +9.5% | +15.0% | -5.5% | +7.5% |
| 3M | +32.3% | +24.1% | +8.2% | +28.1% |
| 6M | +37.0% | +2.7% | +34.3% | +34.5% |
| YTD | +71.0% | +12.2% | +58.9% | +62.6% |
| 1Y | +85.0% | -16.3% | +101.3% | +88.5% |
| All | +85.0% | -15.9% | +101.0% | +88.5% |
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