+192.6%
TSCO vs MOS
+12.0%
+180.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.4% | -3.5% |
| 7D | -2.5% | +1.7% | -4.1% | -2.7% |
| 30D | -1.1% | +11.7% | -12.8% | -2.8% |
| 3M | +14.3% | +23.2% | -8.9% | +10.2% |
| 6M | -31.9% | -1.6% | -30.2% | -32.4% |
| YTD | -30.7% | +10.8% | -41.5% | -32.6% |
| 1Y | -41.1% | -16.2% | -24.8% | -40.4% |
| 3Y | -17.1% | -24.2% | +7.1% | -16.2% |
| 5Y | -7.5% | -6.6% | -0.9% | -12.4% |
| 10Y | +192.6% | +16.3% | +176.3% | +148.5% |
| All | +192.6% | +12.0% | +180.6% | +148.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling