-15.4%
TSCO vs MOS
-25.5%
+10.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | +0.8% | +9.5% | -8.8% | -0.3% |
| 30D | +5.5% | +10.4% | -5.0% | +4.1% |
| 3M | +20.0% | +12.9% | +7.1% | +17.8% |
| 6M | -29.8% | +1.2% | -31.0% | -30.6% |
| YTD | -28.7% | +9.3% | -38.0% | -30.4% |
| 1Y | -40.9% | -18.0% | -22.9% | -40.0% |
| All | -15.4% | -25.5% | +10.2% | -14.7% |
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