+865.7%
TSEM vs MOS
+6.2%
+859.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.8% | +9.1% | +10.5% |
| 7D | -2.0% | +19.7% | -21.6% | -6.2% |
| 30D | -33.4% | +21.5% | -54.9% | -36.5% |
| 3M | -39.7% | -0.4% | -39.3% | -40.2% |
| 6M | -27.8% | +4.5% | -32.4% | -29.5% |
| YTD | +29.7% | -2.9% | +32.6% | +26.6% |
| 1Y | +81.1% | -7.7% | +88.9% | +78.5% |
| 3Y | +529.3% | -25.6% | +554.9% | +537.7% |
| 5Y | +315.0% | -31.2% | +346.1% | +300.6% |
| 10Y | +865.7% | +2.8% | +862.9% | +708.5% |
| All | +865.7% | +6.2% | +859.5% | +708.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling