-20.8%
TGT vs MOS
-8.7%
-12.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | 0.0% |
| 7D | +0.8% | +9.5% | -8.8% | -1.0% |
| 30D | +12.2% | +10.4% | +1.8% | +9.9% |
| 3M | +33.8% | +12.9% | +20.9% | +29.9% |
| 6M | +39.3% | +1.2% | +38.1% | +37.0% |
| YTD | +72.9% | +9.3% | +63.5% | +66.7% |
| 1Y | +84.6% | -18.0% | +102.5% | +88.7% |
| 3Y | +46.2% | -29.0% | +75.2% | +50.0% |
| All | -20.8% | -8.7% | -12.1% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling