+117.1%
AMAT vs MOS
-31.6%
+148.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +3.3% | -16.9% | -14.3% |
| 7D | -24.3% | +22.5% | -46.8% | -28.1% |
| 30D | -39.8% | +6.6% | -46.4% | -41.0% |
| 3M | -40.2% | -3.8% | -36.4% | -40.2% |
| 6M | -22.1% | -2.2% | -19.9% | -22.9% |
| YTD | +24.7% | -4.8% | +29.4% | +22.1% |
| 1Y | +33.3% | -11.7% | +45.0% | +32.7% |
| 3Y | +133.9% | -26.5% | +160.4% | +136.3% |
| 5Y | +117.1% | -32.2% | +149.3% | +88.6% |
| All | +117.1% | -31.6% | +148.6% | +88.6% |
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