+245.7%
TSM vs MOS
-31.8%
+277.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.2% |
| 7D | -2.5% | +19.7% | -22.2% | -6.1% |
| 30D | -14.3% | +21.5% | -35.8% | -17.7% |
| 3M | -7.2% | -0.4% | -6.8% | -7.7% |
| 6M | -5.1% | +4.5% | -9.7% | -6.9% |
| YTD | +28.9% | -2.9% | +31.8% | +27.0% |
| 1Y | +37.1% | -7.7% | +44.8% | +36.2% |
| 3Y | +341.5% | -25.6% | +367.1% | +348.5% |
| 5Y | +245.7% | -31.2% | +276.9% | +220.6% |
| All | +245.7% | -31.8% | +277.5% | +220.6% |
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