-6.3%
MOS vs TSN
+14.5%
-20.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.1% |
| 7D | -2.0% | -1.4% | -0.5% | -1.3% |
| 30D | +15.3% | +8.5% | +6.8% | +11.1% |
| 3M | +1.5% | +5.3% | -3.8% | -1.1% |
| 6M | -2.0% | -10.5% | +8.5% | +2.8% |
| YTD | -6.5% | +3.0% | -9.5% | -9.0% |
| 1Y | -11.1% | +12.1% | -23.2% | -17.1% |
| 3Y | -30.3% | +43.1% | -73.4% | -44.8% |
| 5Y | -33.5% | -15.1% | -18.4% | -31.9% |
| All | -6.3% | +14.5% | -20.8% | -24.4% |
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