+404.5%
TSM vs MOH
-36.3%
+440.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.4% |
| 7D | +1.0% | +1.7% | -0.7% | +1.1% |
| 30D | +1.0% | -0.9% | +1.8% | +0.9% |
| 3M | +2.9% | +5.7% | -2.8% | +3.4% |
| 6M | +22.8% | +39.1% | -16.3% | +26.1% |
| YTD | +43.3% | +17.7% | +25.6% | +46.0% |
| 1Y | +69.2% | +8.4% | +60.8% | +71.8% |
| 3Y | +404.5% | -36.6% | +441.1% | +357.4% |
| All | +404.5% | -36.3% | +440.8% | +357.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling