+59.2%
TGT vs MOS
-26.6%
+85.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.6% | +21.6% | -19.0% | -1.0% |
| 30D | +5.0% | +12.0% | -7.0% | +2.6% |
| 3M | +8.5% | -3.9% | +12.4% | +8.7% |
| 6M | +23.8% | -3.3% | +27.1% | +23.3% |
| YTD | +66.5% | -4.6% | +71.2% | +63.5% |
| 1Y | +84.9% | -7.0% | +91.9% | +82.2% |
| 3Y | +59.2% | -24.4% | +83.6% | +54.3% |
| All | +59.2% | -26.6% | +85.8% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling