+1,779.8%
TSM vs MOH
+264.4%
+1,515.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.0% |
| 7D | +1.0% | +1.7% | -0.7% | +0.8% |
| 30D | +1.0% | -0.9% | +1.8% | +1.0% |
| 3M | +2.9% | +5.7% | -2.8% | +2.0% |
| 6M | +22.8% | +39.1% | -16.3% | +18.3% |
| YTD | +43.3% | +17.7% | +25.6% | +39.3% |
| 1Y | +69.2% | +8.4% | +60.8% | +65.4% |
| 3Y | +404.5% | -36.6% | +441.1% | +407.1% |
| 5Y | +282.2% | -19.1% | +301.3% | +260.1% |
| All | +1,779.8% | +264.4% | +1,515.4% | +1,293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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