+125.8%
TXN vs MOS
-28.2%
+154.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.0% |
| 7D | +9.5% | -2.0% | +11.4% | +9.8% |
| 30D | +8.7% | +15.3% | -6.6% | +5.6% |
| 3M | +11.6% | +1.5% | +10.1% | +10.5% |
| 6M | +0.1% | -2.0% | +2.1% | -0.6% |
| YTD | +78.8% | -6.5% | +85.3% | +75.7% |
| 1Y | +91.2% | -11.1% | +102.3% | +89.7% |
| 3Y | +125.8% | -30.3% | +156.1% | +130.6% |
| All | +125.8% | -28.2% | +154.0% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling