-10.1%
ABT vs MOS
-7.8%
-2.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +1.0% | +24.8% | -23.8% | 0.0% |
| 30D | +11.6% | +22.7% | -11.1% | +10.6% |
| 3M | +2.3% | -1.2% | +3.5% | +1.2% |
| 6M | +32.7% | +5.5% | +27.2% | +31.2% |
| YTD | -9.6% | -2.0% | -7.7% | -11.5% |
| 1Y | -10.1% | -7.9% | -2.1% | -11.4% |
| All | -10.1% | -7.8% | -2.3% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling