+17.1%
ALAB vs MOS
-11.3%
+28.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.1% | +6.2% |
| 7D | -26.3% | +21.6% | -47.9% | -28.6% |
| 30D | -50.1% | +12.0% | -62.1% | -50.9% |
| 3M | -42.5% | -3.9% | -38.6% | -42.0% |
| 6M | -10.8% | -3.3% | -7.5% | -11.0% |
| YTD | +14.6% | -4.6% | +19.3% | +14.1% |
| 1Y | +17.1% | -7.0% | +24.1% | +15.9% |
| All | +17.1% | -11.3% | +28.4% | +15.9% |
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