+198.3%
TSCO vs MOS
-4.2%
+202.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.4% |
| 7D | +0.1% | -2.6% | +2.6% | +0.4% |
| 30D | +8.7% | +13.5% | -4.8% | +6.4% |
| 3M | +1.2% | -2.9% | +4.1% | +1.3% |
| 6M | +21.6% | -1.0% | +22.5% | +20.7% |
| YTD | -25.3% | -7.2% | -18.1% | -25.7% |
| 1Y | -33.0% | -11.4% | -21.6% | -32.9% |
| 3Y | -2.3% | -29.0% | +26.7% | -0.5% |
| 5Y | -9.2% | -34.0% | +24.8% | -9.1% |
| All | +198.3% | -4.2% | +202.4% | +164.8% |
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