+48.2%
TSEM vs MOS
-11.3%
+59.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -6.9% |
| 7D | +7.0% | -2.0% | +8.9% | +6.9% |
| 30D | -29.8% | +15.3% | -45.1% | -29.3% |
| 3M | -41.9% | +1.5% | -43.4% | -40.9% |
| 6M | -45.8% | -2.0% | -43.8% | -45.2% |
| YTD | +25.1% | -6.5% | +31.6% | +18.7% |
| 1Y | +48.2% | -11.1% | +59.3% | +42.6% |
| All | +48.2% | -11.3% | +59.6% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling