-3.4%
TSCO vs MOS
-26.6%
+23.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +7.1% | +21.6% | -14.5% | +4.4% |
| 30D | +11.8% | +12.0% | -0.2% | +10.0% |
| 3M | +7.4% | -3.9% | +11.2% | +7.5% |
| 6M | +13.4% | -3.3% | +16.7% | +13.2% |
| YTD | -25.9% | -4.6% | -21.2% | -26.7% |
| 1Y | -29.9% | -7.0% | -22.9% | -30.5% |
| 3Y | -3.4% | -24.4% | +21.1% | -3.4% |
| All | -3.4% | -26.6% | +23.3% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling