+6,784.1%
ABT vs MOS
+123.1%
+6,661.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.2% |
| 7D | +3.5% | +21.6% | -18.1% | +1.6% |
| 30D | +12.0% | +12.0% | +0.1% | +10.7% |
| 3M | +2.5% | -3.9% | +6.3% | +2.6% |
| 6M | +29.1% | -3.3% | +32.4% | +28.8% |
| YTD | -10.1% | -4.6% | -5.4% | -10.6% |
| 1Y | -9.8% | -7.0% | -2.9% | -10.2% |
| 3Y | +23.3% | -24.4% | +47.7% | +23.7% |
| 5Y | -2.4% | -32.1% | +29.7% | -2.8% |
| 10Y | +239.4% | +10.3% | +229.1% | +207.5% |
| All | +6,784.1% | +123.1% | +6,661.0% | +4,433.4% |
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 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