+655.5%
TSEM vs MOS
-29.5%
+685.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.4% | +6.4% | +7.6% |
| 7D | +6.9% | +9.5% | -2.6% | +5.4% |
| 30D | +5.3% | +10.4% | -5.1% | +3.6% |
| 3M | -14.9% | +12.9% | -27.8% | -17.0% |
| 6M | +80.0% | +1.2% | +78.8% | +76.2% |
| YTD | +89.4% | +9.3% | +80.0% | +80.5% |
| 1Y | +253.1% | -18.0% | +271.1% | +258.9% |
| All | +655.5% | -29.5% | +685.0% | +655.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling