-61.6%
ALB vs MOS
-31.6%
-30.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +2.0% |
| 7D | +5.5% | +22.5% | -17.0% | -4.7% |
| 30D | -7.5% | +6.6% | -14.1% | -10.9% |
| 3M | -16.9% | -3.8% | -13.1% | -16.2% |
| 6M | -49.2% | -2.2% | -47.0% | -49.7% |
| YTD | -29.9% | -4.8% | -25.1% | -30.8% |
| 1Y | +8.2% | -11.7% | +19.9% | +10.2% |
| 3Y | -19.4% | -26.5% | +7.1% | -12.8% |
| 5Y | -61.6% | -32.2% | -29.4% | -62.4% |
| All | -61.6% | -31.6% | -30.1% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling