+99.7%
TXN vs MOS
-16.2%
+115.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +17.4% | -17.7% | -1.6% |
| 7D | +1.0% | +17.9% | -16.9% | -0.3% |
| 30D | +6.1% | +1.6% | +4.6% | +5.9% |
| 3M | +10.4% | -4.0% | +14.4% | +10.3% |
| 6M | +12.6% | -4.1% | +16.7% | +12.2% |
| YTD | +83.5% | -7.8% | +91.3% | +80.2% |
| 1Y | +99.7% | -15.6% | +115.3% | +99.5% |
| All | +99.7% | -16.2% | +115.9% | +99.5% |
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