+188.9%
AMAT vs MOS
-17.5%
+206.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.2% |
| 7D | -1.5% | +9.5% | -11.0% | -2.3% |
| 30D | -14.8% | +10.4% | -25.2% | -15.5% |
| 3M | -9.3% | +12.9% | -22.2% | -11.1% |
| 6M | +27.4% | +1.2% | +26.2% | +24.7% |
| YTD | +77.6% | +9.3% | +68.3% | +73.0% |
| 1Y | +188.9% | -18.0% | +206.9% | +205.1% |
| All | +188.9% | -17.5% | +206.4% | +205.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling