-33.0%
TSCO vs MOS
-11.5%
-21.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.1% |
| 7D | +0.1% | -2.6% | +2.6% | +0.3% |
| 30D | +8.7% | +13.5% | -4.8% | +7.5% |
| 3M | +1.2% | -2.9% | +4.1% | +1.2% |
| 6M | +21.6% | -1.0% | +22.5% | +20.9% |
| YTD | -25.3% | -7.2% | -18.1% | -26.5% |
| 1Y | -33.0% | -11.4% | -21.6% | -34.3% |
| All | -33.0% | -11.5% | -21.5% | -34.3% |
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