+480.1%
TXN vs MOS
+0.4%
+479.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | -0.5% | +5.5% | -6.0% | -1.7% |
| 30D | +10.5% | +21.0% | -10.5% | +5.7% |
| 3M | +10.7% | -0.5% | +11.2% | +9.8% |
| 6M | +5.1% | +6.6% | -1.5% | +2.3% |
| YTD | +82.5% | -2.8% | +85.2% | +79.0% |
| 1Y | +98.2% | -8.1% | +106.2% | +96.4% |
| 3Y | +128.4% | -25.6% | +154.0% | +131.8% |
| 5Y | +89.0% | -29.8% | +118.8% | +84.9% |
| All | +480.1% | +0.4% | +479.7% | +380.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling