+1,410.4%
TSM vs MOS
+8.6%
+1,401.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | -7.6% | +21.6% | -29.1% | -11.7% |
| 30D | -20.5% | +12.0% | -32.5% | -22.8% |
| 3M | -10.0% | -3.9% | -6.1% | -10.0% |
| 6M | -10.1% | -3.3% | -6.7% | -10.6% |
| YTD | +24.5% | -4.6% | +29.2% | +23.0% |
| 1Y | +31.2% | -7.0% | +38.2% | +29.8% |
| 3Y | +322.0% | -24.4% | +346.4% | +327.7% |
| 5Y | +245.3% | -32.1% | +277.4% | +243.6% |
| All | +1,410.4% | +8.6% | +1,401.7% | +1,210.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling