+393.3%
TXN vs MOS
+11.1%
+382.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.4% |
| 7D | +2.2% | +7.1% | -4.9% | +0.7% |
| 30D | -9.5% | +15.0% | -24.5% | -12.3% |
| 3M | -10.5% | +24.1% | -34.6% | -15.0% |
| 6M | +35.4% | +2.7% | +32.6% | +32.8% |
| YTD | +51.8% | +12.2% | +39.6% | +45.4% |
| 1Y | +42.9% | -16.3% | +59.2% | +45.6% |
| 3Y | +71.3% | -23.3% | +94.6% | +73.6% |
| 5Y | +58.0% | -4.2% | +62.2% | +44.6% |
| 10Y | +393.3% | +12.6% | +380.7% | +307.6% |
| All | +393.3% | +11.1% | +382.2% | +307.6% |
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