+495.1%
ABBV vs MOS
+8.6%
+486.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | -1.6% |
| 7D | +0.4% | +9.5% | -9.2% | -0.6% |
| 30D | +4.2% | +10.4% | -6.3% | +2.9% |
| 3M | +14.8% | +12.9% | +1.9% | +12.9% |
| 6M | +10.3% | +1.2% | +9.0% | +9.4% |
| YTD | +14.9% | +9.3% | +5.6% | +12.7% |
| 1Y | +24.1% | -18.0% | +42.1% | +25.5% |
| 3Y | +91.9% | -29.0% | +121.0% | +94.8% |
| 5Y | +176.0% | -9.6% | +185.6% | +160.7% |
| All | +495.1% | +8.6% | +486.4% | +399.2% |
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