+36.0%
TSM vs MOS
-16.2%
+52.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +17.4% | -19.6% | -3.7% |
| 7D | -10.0% | +17.9% | -27.9% | -11.4% |
| 30D | -18.5% | +1.6% | -20.1% | -18.5% |
| 3M | -4.9% | -4.0% | -0.9% | -4.3% |
| 6M | -1.0% | -4.1% | +3.2% | -0.7% |
| YTD | +31.3% | -7.8% | +39.1% | +33.6% |
| 1Y | +36.0% | -15.6% | +51.6% | +39.4% |
| All | +36.0% | -16.2% | +52.2% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling