-43.6%
ALAB vs MOS
+3.8%
-47.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +3.3% | -22.9% | -19.0% |
| 7D | -38.2% | +22.5% | -60.7% | -36.5% |
| 30D | -54.0% | +6.6% | -60.6% | -53.8% |
| 3M | -43.6% | -3.8% | -39.8% | -44.6% |
| All | -43.6% | +3.8% | -47.4% | -44.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling