+1,316.2%
TSEM vs MOS
+8.6%
+1,307.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.4% | +6.4% | +7.5% |
| 7D | +6.9% | +9.5% | -2.6% | +4.8% |
| 30D | +5.3% | +10.4% | -5.1% | +2.9% |
| 3M | -14.9% | +12.9% | -27.8% | -17.7% |
| 6M | +80.0% | +1.2% | +78.8% | +76.6% |
| YTD | +89.4% | +9.3% | +80.0% | +81.5% |
| 1Y | +253.1% | -18.0% | +271.1% | +259.8% |
| 3Y | +642.1% | -29.0% | +671.1% | +663.5% |
| 5Y | +659.1% | -9.6% | +668.7% | +588.6% |
| All | +1,316.2% | +8.6% | +1,307.5% | +1,070.4% |
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