+224.7%
TSM vs MOS
-31.6%
+256.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +3.3% | -14.1% | -11.4% |
| 7D | -18.2% | +22.5% | -40.7% | -21.6% |
| 30D | -26.8% | +6.6% | -33.4% | -28.0% |
| 3M | -14.5% | -3.8% | -10.7% | -14.4% |
| 6M | -10.0% | -2.2% | -7.8% | -10.5% |
| YTD | +17.1% | -4.8% | +21.9% | +15.8% |
| 1Y | +21.5% | -11.7% | +33.2% | +21.8% |
| 3Y | +300.4% | -26.5% | +326.9% | +307.4% |
| 5Y | +224.7% | -32.2% | +256.9% | +201.1% |
| All | +224.7% | -31.6% | +256.3% | +201.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling