+109.4%
AAPL vs MOS
-8.7%
+118.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.7% |
| 7D | +0.1% | +9.5% | -9.4% | -1.1% |
| 30D | +3.0% | +10.4% | -7.4% | +1.5% |
| 3M | +2.9% | +12.9% | -10.0% | +0.9% |
| 6M | +22.1% | +1.2% | +20.9% | +20.9% |
| YTD | +18.0% | +9.3% | +8.7% | +15.2% |
| 1Y | +33.9% | -18.0% | +51.9% | +36.2% |
| 3Y | +71.2% | -29.0% | +100.2% | +73.9% |
| All | +109.4% | -8.7% | +118.1% | +93.3% |
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