+134.3%
ABBV vs MOS
-24.7%
+159.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +2.8% | +24.8% | -22.1% | +1.3% |
| 30D | +7.0% | +22.7% | -15.7% | +5.5% |
| 3M | +19.2% | -1.2% | +20.5% | +19.0% |
| 6M | +47.8% | +5.5% | +42.2% | +46.6% |
| YTD | +32.5% | -2.0% | +34.4% | +31.3% |
| 1Y | +38.4% | -7.9% | +46.3% | +37.8% |
| 3Y | +134.3% | -25.0% | +159.3% | +135.2% |
| All | +134.3% | -24.7% | +159.0% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling