+455.6%
TXN vs MOS
+6.2%
+449.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.8% | +4.8% | +6.2% |
| 7D | -2.1% | +19.7% | -21.7% | -6.1% |
| 30D | +4.7% | +21.5% | -16.8% | +0.1% |
| 3M | +3.9% | -0.4% | +4.3% | +3.1% |
| 6M | +3.8% | +4.5% | -0.7% | +1.5% |
| YTD | +74.2% | -2.9% | +77.1% | +71.0% |
| 1Y | +88.2% | -7.7% | +95.9% | +86.4% |
| 3Y | +124.0% | -25.6% | +149.6% | +127.3% |
| 5Y | +78.4% | -31.2% | +109.5% | +75.4% |
| 10Y | +455.6% | +2.8% | +452.7% | +364.6% |
| All | +455.6% | +6.2% | +449.4% | +364.6% |
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