+6,642.4%
ABT vs MOS
+155.8%
+6,486.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -3.7% | +9.5% | -13.2% | -4.5% |
| 30D | +2.5% | +10.4% | -7.9% | +1.5% |
| 3M | +20.2% | +12.9% | +7.3% | +18.6% |
| 6M | -2.9% | +1.2% | -4.2% | -3.6% |
| YTD | -11.9% | +9.3% | -21.2% | -13.3% |
| 1Y | -16.5% | -18.0% | +1.4% | -15.9% |
| 3Y | +12.1% | -29.0% | +41.1% | +13.3% |
| 5Y | -7.4% | -9.6% | +2.2% | -10.2% |
| 10Y | +210.7% | +6.1% | +204.6% | +182.8% |
| All | +6,642.4% | +155.8% | +6,486.6% | +4,294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling