+400.4%
ALAB vs MOS
-13.2%
+413.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.4% | +8.3% | +9.5% |
| 7D | +7.2% | +9.5% | -2.3% | +5.4% |
| 30D | -2.5% | +10.4% | -12.9% | -4.4% |
| 3M | -13.3% | +12.9% | -26.2% | -15.8% |
| 6M | +172.8% | +1.2% | +171.6% | +168.1% |
| YTD | +86.6% | +9.3% | +77.3% | +81.0% |
| 1Y | +65.2% | -18.0% | +83.1% | +67.4% |
| All | +400.4% | -13.2% | +413.6% | +328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling