-29.4%
TSCO vs MOS
-16.2%
-13.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +17.4% | -13.2% | +2.7% |
| 7D | +15.7% | +17.9% | -2.2% | +14.0% |
| 30D | +16.4% | +1.6% | +14.9% | +15.9% |
| 3M | +11.2% | -4.0% | +15.2% | +11.2% |
| 6M | +14.9% | -4.1% | +19.0% | +14.6% |
| YTD | -25.4% | -7.8% | -17.6% | -26.7% |
| 1Y | -29.4% | -15.6% | -13.8% | -28.9% |
| All | -29.4% | -16.2% | -13.2% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling