+111,876.4%
AMAT vs MOS
+115.8%
+111,760.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +17.4% | -20.7% | -7.8% |
| 7D | -11.2% | +17.9% | -29.2% | -15.6% |
| 30D | -31.9% | +1.6% | -33.4% | -32.7% |
| 3M | -32.3% | -4.0% | -28.4% | -32.6% |
| 6M | -5.4% | -4.1% | -1.3% | -6.1% |
| YTD | +44.3% | -7.8% | +52.1% | +42.6% |
| 1Y | +61.4% | -15.6% | +76.9% | +62.6% |
| 3Y | +170.6% | -28.9% | +199.5% | +178.6% |
| 5Y | +156.4% | -36.8% | +193.3% | +161.5% |
| 10Y | +1,356.4% | +6.7% | +1,349.7% | +1,071.7% |
| All | +111,876.4% | +115.8% | +111,760.6% | +47,477.1% |
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 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