-8.1%
MOS vs TSN
+14.3%
-22.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +5.5% | -0.3% | +5.7% | +5.6% |
| 30D | +21.0% | +11.8% | +9.2% | +17.0% |
| 3M | -0.5% | +7.1% | -7.5% | -2.6% |
| 6M | +6.6% | -9.2% | +15.7% | +10.3% |
| YTD | -2.8% | +4.8% | -7.6% | -6.3% |
| 1Y | -8.1% | +11.6% | -19.7% | -11.7% |
| All | -8.1% | +14.3% | -22.3% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling