+182.6%
ABBV vs MOS
-8.7%
+191.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | -1.5% |
| 7D | +0.4% | +9.5% | -9.2% | -0.2% |
| 30D | +4.2% | +10.4% | -6.3% | +3.5% |
| 3M | +14.8% | +12.9% | +1.9% | +13.7% |
| 6M | +10.3% | +1.2% | +9.0% | +9.8% |
| YTD | +14.9% | +9.3% | +5.6% | +13.6% |
| 1Y | +24.1% | -18.0% | +42.1% | +25.0% |
| 3Y | +91.9% | -29.0% | +121.0% | +92.8% |
| All | +182.6% | -8.7% | +191.3% | +169.3% |
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