+280.2%
TSM vs MOH
-19.7%
+299.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.3% |
| 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% | +3.1% |
| 6M | +22.8% | +39.1% | -16.3% | +24.1% |
| YTD | +43.3% | +17.7% | +25.6% | +44.4% |
| 1Y | +69.2% | +8.4% | +60.8% | +70.3% |
| 3Y | +404.5% | -36.6% | +441.1% | +394.1% |
| All | +280.2% | -19.7% | +299.9% | +255.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling