+769.2%
TSEM vs MOS
+8.6%
+760.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | -17.5% | +21.6% | -39.1% | -21.4% |
| 30D | -44.7% | +12.0% | -56.6% | -46.4% |
| 3M | -38.9% | -3.9% | -35.0% | -39.0% |
| 6M | -36.7% | -3.3% | -33.4% | -37.2% |
| YTD | +17.0% | -4.6% | +21.6% | +14.5% |
| 1Y | +62.8% | -7.0% | +69.8% | +60.0% |
| 3Y | +471.3% | -24.4% | +495.7% | +476.2% |
| 5Y | +290.3% | -32.1% | +322.4% | +277.8% |
| All | +769.2% | +8.6% | +760.6% | +640.7% |
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