+786.5%
TSEM vs MOS
-3.5%
+790.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -7.1% |
| 7D | +7.0% | -2.0% | +8.9% | +7.4% |
| 30D | -29.8% | +15.3% | -45.1% | -32.4% |
| 3M | -41.9% | +1.5% | -43.4% | -42.7% |
| 6M | -45.8% | -2.0% | -43.8% | -46.4% |
| YTD | +25.1% | -6.5% | +31.6% | +22.9% |
| 1Y | +48.2% | -11.1% | +59.3% | +47.1% |
| 3Y | +476.5% | -30.3% | +506.7% | +491.7% |
| 5Y | +301.4% | -33.5% | +335.0% | +289.9% |
| All | +786.5% | -3.5% | +790.0% | +630.7% |
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 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