+150.2%
MOS vs TSN
+890.5%
-740.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +9.5% | -6.3% | +15.9% | +11.7% |
| 30D | +10.4% | -10.8% | +21.2% | +14.2% |
| 3M | +12.9% | -8.8% | +21.6% | +15.7% |
| 6M | +1.2% | -16.8% | +18.1% | +6.5% |
| YTD | +9.3% | -10.0% | +19.3% | +12.2% |
| 1Y | -18.0% | -5.3% | -12.7% | -17.3% |
| 3Y | -29.0% | +8.5% | -37.6% | -32.2% |
| 5Y | -9.6% | -22.9% | +13.3% | -5.1% |
| 10Y | +6.1% | -12.6% | +18.7% | +5.3% |
| All | +150.2% | +890.5% | -740.2% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling