+232.9%
ABT vs MOS
+8.6%
+224.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.2% |
| 7D | +3.5% | +21.6% | -18.1% | +1.6% |
| 30D | +12.0% | +12.0% | +0.1% | +10.7% |
| 3M | +2.5% | -3.9% | +6.3% | +2.5% |
| 6M | +29.1% | -3.3% | +32.4% | +28.7% |
| YTD | -10.1% | -4.6% | -5.4% | -10.7% |
| 1Y | -9.8% | -7.0% | -2.9% | -10.3% |
| 3Y | +23.3% | -24.4% | +47.7% | +23.6% |
| 5Y | -2.4% | -32.1% | +29.7% | -3.2% |
| All | +232.9% | +8.6% | +224.2% | +200.8% |
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