+53.5%
ALAB vs MOS
-11.3%
+64.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.7% |
| 7D | +16.3% | -2.0% | +18.3% | +16.6% |
| 30D | -26.1% | +15.3% | -41.4% | -27.8% |
| 3M | -31.3% | +1.5% | -32.8% | -31.7% |
| 6M | -1.0% | -2.0% | +1.0% | -1.6% |
| YTD | +33.3% | -6.5% | +39.9% | +34.4% |
| 1Y | +53.5% | -11.1% | +64.6% | +56.4% |
| All | +53.5% | -11.3% | +64.9% | +56.4% |
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 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