-1.6%
MOS vs TSN
+12.5%
-14.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | +24.8% | +5.8% | +19.0% | +21.8% |
| 30D | +22.7% | +12.8% | +9.8% | +16.0% |
| 3M | -1.2% | +6.5% | -7.7% | -4.3% |
| 6M | +5.5% | -10.3% | +15.8% | +10.5% |
| YTD | -2.0% | +5.5% | -7.5% | -5.7% |
| 1Y | -7.9% | +15.8% | -23.7% | -15.6% |
| 3Y | -25.0% | +42.5% | -67.5% | -40.4% |
| 5Y | -27.7% | -14.3% | -13.4% | -26.3% |
| 10Y | -1.6% | +18.2% | -19.8% | -20.8% |
| All | -1.6% | +12.5% | -14.1% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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