+232.9%
ABT vs MOS
+6.2%
+226.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | +0.3% | +19.7% | -19.3% | -1.4% |
| 30D | +11.6% | +21.5% | -9.9% | +9.5% |
| 3M | +3.1% | -0.4% | +3.6% | +2.9% |
| 6M | +32.8% | +4.5% | +28.3% | +31.5% |
| YTD | -9.6% | -2.9% | -6.7% | -10.4% |
| 1Y | -10.4% | -7.7% | -2.7% | -10.7% |
| 3Y | +25.8% | -25.6% | +51.5% | +26.4% |
| 5Y | -3.4% | -31.2% | +27.7% | -4.4% |
| 10Y | +232.9% | +2.8% | +230.0% | +202.4% |
| All | +232.9% | +6.2% | +226.7% | +202.4% |
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 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