+24.5%
ALAB vs MOS
-16.2%
+40.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +17.4% | -21.8% | -7.2% |
| 7D | -24.9% | +17.9% | -42.8% | -27.2% |
| 30D | -38.4% | +1.6% | -39.9% | -38.4% |
| 3M | -38.3% | -4.0% | -34.3% | -38.0% |
| 6M | +10.9% | -4.1% | +15.1% | +10.8% |
| YTD | +34.2% | -7.8% | +42.0% | +31.1% |
| 1Y | +24.5% | -15.6% | +40.1% | +29.6% |
| All | +24.5% | -16.2% | +40.7% | +29.6% |
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