-34.4%
TSEM vs MOS
+66.0%
-100.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +3.3% | -15.3% | -12.7% |
| 7D | -30.3% | +22.5% | -52.8% | -34.1% |
| 30D | -49.3% | +6.6% | -55.9% | -50.5% |
| 3M | -38.0% | -3.8% | -34.2% | -38.2% |
| 6M | -41.9% | -2.2% | -39.7% | -42.7% |
| YTD | +11.6% | -4.8% | +16.3% | +9.1% |
| 1Y | +50.5% | -11.7% | +62.2% | +49.5% |
| 3Y | +445.3% | -26.5% | +471.9% | +454.1% |
| 5Y | +272.2% | -32.2% | +304.4% | +265.3% |
| 10Y | +748.9% | +10.2% | +738.8% | +569.1% |
| All | -34.4% | +66.0% | -100.4% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling