-43.9%
ALB vs MOS
-8.7%
-35.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.9% | -5.1% |
| 7D | -8.1% | +9.5% | -17.6% | -11.9% |
| 30D | +6.3% | +10.4% | -4.2% | +1.2% |
| 3M | -23.6% | +12.9% | -36.5% | -28.6% |
| 6M | -24.6% | +1.2% | -25.9% | -26.9% |
| YTD | -10.3% | +9.3% | -19.6% | -16.3% |
| 1Y | +61.5% | -18.0% | +79.4% | +71.7% |
| 3Y | -34.0% | -29.0% | -4.9% | -28.1% |
| All | -43.9% | -8.7% | -35.1% | -47.1% |
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