+228.3%
ABT vs MOS
+3.2%
+225.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +1.0% | +24.8% | -23.8% | -1.2% |
| 30D | +11.6% | +22.7% | -11.1% | +9.4% |
| 3M | +2.3% | -1.2% | +3.5% | +2.1% |
| 6M | +32.7% | +5.5% | +27.2% | +31.3% |
| YTD | -9.6% | -2.0% | -7.7% | -10.5% |
| 1Y | -10.1% | -7.9% | -2.1% | -10.4% |
| 3Y | +25.2% | -25.0% | +50.2% | +25.7% |
| 5Y | -4.5% | -27.7% | +23.2% | -5.9% |
| 10Y | +228.3% | -1.6% | +229.8% | +199.2% |
| All | +228.3% | +3.2% | +225.1% | +199.2% |
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 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