-9.9%
TSCO vs MOS
-32.4%
+22.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +7.1% | +21.6% | -14.5% | +4.1% |
| 30D | +11.8% | +12.0% | -0.2% | +9.8% |
| 3M | +7.4% | -3.9% | +11.2% | +7.5% |
| 6M | +13.4% | -3.3% | +16.7% | +13.1% |
| YTD | -25.9% | -4.6% | -21.2% | -26.5% |
| 1Y | -29.9% | -7.0% | -22.9% | -30.4% |
| 3Y | -3.4% | -24.4% | +21.1% | -2.8% |
| All | -9.9% | -32.4% | +22.4% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling