+10,683.4%
TSM vs MOH
+1,286.6%
+9,396.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +4.8% | -4.2% | +9.0% | +5.4% |
| 30D | +4.0% | -2.4% | +6.4% | +4.3% |
| 3M | +2.0% | -4.4% | +6.4% | +2.2% |
| 6M | +25.5% | +32.9% | -7.4% | +19.4% |
| YTD | +44.0% | +11.9% | +32.1% | +39.0% |
| 1Y | +75.4% | +6.9% | +68.5% | +69.4% |
| 3Y | +406.7% | -39.4% | +446.2% | +412.7% |
| 5Y | +285.0% | -25.0% | +309.9% | +269.5% |
| 10Y | +1,815.4% | +244.9% | +1,570.5% | +1,233.8% |
| All | +10,683.4% | +1,286.6% | +9,396.8% | +5,032.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling