+203.2%
TSCO vs MOS
-1.8%
+205.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | +0.4% | +5.5% | -5.0% | -0.4% |
| 30D | +9.8% | +21.0% | -11.1% | +6.5% |
| 3M | +4.8% | -0.5% | +5.3% | +4.4% |
| 6M | +23.3% | +6.6% | +16.7% | +21.1% |
| YTD | -25.1% | -2.8% | -22.3% | -25.9% |
| 1Y | -32.7% | -8.1% | -24.7% | -33.0% |
| 3Y | -2.0% | -25.6% | +23.6% | -0.8% |
| 5Y | -7.8% | -29.8% | +21.9% | -8.7% |
| 10Y | +203.2% | +0.6% | +202.6% | +165.6% |
| All | +203.2% | -1.8% | +205.0% | +165.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling