-7.8%
ABT vs MOS
-32.9%
+25.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.5% |
| 7D | -5.6% | -2.6% | -3.0% | -5.4% |
| 30D | +5.2% | +13.5% | -8.3% | +4.1% |
| 3M | -2.7% | -2.9% | +0.2% | -2.8% |
| 6M | +28.8% | -1.0% | +29.8% | +28.2% |
| YTD | -12.3% | -7.2% | -5.1% | -12.7% |
| 1Y | -14.7% | -11.4% | -3.3% | -14.8% |
| 3Y | +21.6% | -29.0% | +50.6% | +22.2% |
| 5Y | -7.8% | -34.0% | +26.2% | -10.3% |
| All | -7.8% | -32.9% | +25.2% | -10.3% |
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