+849.8%
TSEM vs MOS
+3.2%
+846.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.0% | -3.3% |
| 7D | -9.5% | +24.8% | -34.3% | -14.1% |
| 30D | -35.5% | +22.7% | -58.1% | -38.6% |
| 3M | -41.6% | -1.2% | -40.3% | -41.9% |
| 6M | -30.1% | +5.5% | -35.6% | -31.9% |
| YTD | +25.7% | -2.0% | +27.7% | +22.4% |
| 1Y | +50.5% | -7.9% | +58.4% | +48.3% |
| 3Y | +501.7% | -25.0% | +526.7% | +508.6% |
| 5Y | +310.9% | -27.7% | +338.7% | +291.8% |
| 10Y | +849.8% | -1.6% | +851.4% | +685.4% |
| All | +849.8% | +3.2% | +846.6% | +685.4% |
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 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