-61.6%
ALB vs MOS
-31.8%
-29.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -1.0% |
| 7D | +9.5% | +19.7% | -10.2% | +0.1% |
| 30D | -2.1% | +21.5% | -23.6% | -11.3% |
| 3M | -24.1% | -0.4% | -23.7% | -24.7% |
| 6M | -51.0% | +4.5% | -55.5% | -53.0% |
| YTD | -29.3% | -2.9% | -26.4% | -30.9% |
| 1Y | +3.2% | -7.7% | +10.9% | +2.8% |
| 3Y | -9.3% | -25.6% | +16.3% | -2.4% |
| 5Y | -61.6% | -31.2% | -30.5% | -62.3% |
| All | -61.6% | -31.8% | -29.8% | -62.3% |
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