+1,249.0%
AAPL vs MOS
+8.6%
+1,240.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.5% |
| 7D | -0.7% | +21.6% | -22.2% | -3.9% |
| 30D | +1.7% | +12.0% | -10.3% | -0.4% |
| 3M | +9.7% | -3.9% | +13.6% | +9.8% |
| 6M | +19.3% | -3.3% | +22.6% | +18.7% |
| YTD | +26.3% | -4.6% | +30.9% | +24.8% |
| 1Y | +27.4% | -7.0% | +34.4% | +26.2% |
| 3Y | +93.6% | -24.4% | +118.0% | +94.2% |
| 5Y | +131.7% | -32.1% | +163.8% | +129.5% |
| All | +1,249.0% | +8.6% | +1,240.4% | +1,108.8% |
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