+202.1%
ABBV vs MOS
-29.3%
+231.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +0.1% | +5.5% | -5.4% | -0.3% |
| 30D | +5.6% | +21.0% | -15.4% | +4.2% |
| 3M | +18.7% | -0.5% | +19.1% | +18.4% |
| 6M | +47.4% | +6.6% | +40.8% | +46.2% |
| YTD | +33.0% | -2.8% | +35.7% | +32.1% |
| 1Y | +34.9% | -8.1% | +43.0% | +34.5% |
| 3Y | +135.2% | -25.6% | +160.8% | +135.3% |
| 5Y | +202.1% | -29.8% | +231.8% | +194.4% |
| All | +202.1% | -29.3% | +231.4% | +194.4% |
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