+6,744.0%
ABT vs MOS
+127.5%
+6,616.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -1.0% |
| 7D | -5.4% | +5.5% | -10.8% | -5.8% |
| 30D | +8.0% | +21.0% | -13.0% | +6.0% |
| 3M | +0.2% | -0.5% | +0.7% | 0.0% |
| 6M | +34.1% | +6.6% | +27.5% | +32.7% |
| YTD | -10.6% | -2.8% | -7.8% | -11.3% |
| 1Y | -11.8% | -8.1% | -3.7% | -12.1% |
| 3Y | +23.9% | -25.6% | +49.5% | +24.5% |
| 5Y | -5.1% | -29.8% | +24.6% | -5.9% |
| 10Y | +228.6% | +0.6% | +228.1% | +200.2% |
| All | +6,744.0% | +127.5% | +6,616.5% | +4,399.1% |
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