+41.6%
TXN vs MOS
-17.5%
+59.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.7% |
| 7D | -0.1% | +9.5% | -9.6% | -1.1% |
| 30D | -6.9% | +10.4% | -17.4% | -8.0% |
| 3M | -14.9% | +12.9% | -27.8% | -16.5% |
| 6M | +29.0% | +1.2% | +27.8% | +26.4% |
| YTD | +51.5% | +9.3% | +42.2% | +45.4% |
| 1Y | +41.6% | -18.0% | +59.5% | +45.9% |
| All | +41.6% | -17.5% | +59.0% | +45.9% |
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