+643.2%
ABBV vs MOS
+8.6%
+634.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.1% |
| 7D | -1.2% | +21.6% | -22.8% | -3.4% |
| 30D | +8.0% | +12.0% | -4.0% | +6.5% |
| 3M | +20.2% | -3.9% | +24.1% | +20.2% |
| 6M | +44.0% | -3.3% | +47.3% | +43.5% |
| YTD | +31.3% | -4.6% | +36.0% | +30.3% |
| 1Y | +37.0% | -7.0% | +44.0% | +36.2% |
| 3Y | +128.0% | -24.4% | +152.4% | +128.7% |
| 5Y | +196.9% | -32.1% | +229.0% | +191.2% |
| All | +643.2% | +8.6% | +634.5% | +522.3% |
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 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