+137,736.4%
AMAT vs MOS
+155.8%
+137,580.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.9% |
| 7D | -1.5% | +9.5% | -11.0% | -3.9% |
| 30D | -14.8% | +10.4% | -25.2% | -17.3% |
| 3M | -9.3% | +12.9% | -22.2% | -12.7% |
| 6M | +27.4% | +1.2% | +26.2% | +24.9% |
| YTD | +77.6% | +9.3% | +68.3% | +69.6% |
| 1Y | +188.9% | -18.0% | +206.9% | +195.9% |
| 3Y | +202.3% | -29.0% | +231.3% | +213.8% |
| 5Y | +248.9% | -9.6% | +258.5% | +225.6% |
| 10Y | +1,585.2% | +6.1% | +1,579.2% | +1,267.1% |
| All | +137,736.4% | +155.8% | +137,580.6% | +56,481.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling