+328.1%
AMGN vs MOS
+6.2%
+322.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.8% |
| 7D | 0.0% | +19.7% | -19.7% | -2.2% |
| 30D | +12.1% | +21.5% | -9.4% | +9.5% |
| 3M | +13.9% | -0.4% | +14.3% | +13.5% |
| 6M | +42.1% | +4.5% | +37.6% | +40.5% |
| YTD | +45.0% | -2.9% | +47.9% | +43.8% |
| 1Y | +49.3% | -7.7% | +57.0% | +48.7% |
| 3Y | +92.8% | -25.6% | +118.4% | +94.4% |
| 5Y | +156.7% | -31.2% | +187.9% | +153.1% |
| 10Y | +328.1% | +2.8% | +325.3% | +286.6% |
| All | +328.1% | +6.2% | +322.0% | +286.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling