+248.5%
ALAB vs MOS
-22.2%
+270.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -7.5% | +24.8% | -32.3% | -10.9% |
| 30D | -36.8% | +22.7% | -59.5% | -39.1% |
| 3M | -31.9% | -1.2% | -30.6% | -31.9% |
| 6M | +8.2% | +5.5% | +2.7% | +6.3% |
| YTD | +29.9% | -2.0% | +31.9% | +28.3% |
| 1Y | +24.4% | -7.9% | +32.4% | +24.0% |
| All | +248.5% | -22.2% | +270.7% | +204.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling