+1,641.8%
TSM vs MOS
-1.8%
+1,643.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.4% |
| 7D | +4.4% | +5.5% | -1.0% | +3.2% |
| 30D | -7.0% | +21.0% | -27.9% | -11.1% |
| 3M | -1.8% | -0.5% | -1.3% | -2.5% |
| 6M | +2.7% | +6.6% | -3.9% | 0.0% |
| YTD | +37.1% | -2.8% | +39.9% | +34.8% |
| 1Y | +43.5% | -8.1% | +51.5% | +42.4% |
| 3Y | +341.5% | -25.6% | +367.1% | +349.3% |
| 5Y | +278.9% | -29.8% | +308.6% | +274.0% |
| 10Y | +1,641.8% | +0.6% | +1,641.2% | +1,332.1% |
| All | +1,641.8% | -1.8% | +1,643.6% | +1,332.1% |
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