+188.4%
TSEM vs MOH
+1,358.8%
-1,170.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | -4.9% | +1.7% | -6.6% | -5.1% |
| 30D | -18.7% | -0.9% | -17.9% | -18.7% |
| 3M | -18.1% | +5.7% | -23.8% | -19.2% |
| 6M | +77.1% | +39.1% | +38.0% | +66.4% |
| YTD | +80.1% | +17.7% | +62.5% | +71.4% |
| 1Y | +220.4% | +8.4% | +212.0% | +206.5% |
| 3Y | +650.1% | -36.6% | +686.6% | +651.4% |
| 5Y | +628.9% | -19.1% | +648.0% | +586.9% |
| 10Y | +1,293.4% | +262.8% | +1,030.6% | +819.5% |
| All | +188.4% | +1,358.8% | -1,170.4% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 all: compounded portfolio wealth divided by compounded MOH 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…
all analysis · Full analysis span regression · 6 months rolling