+323.2%
AMGN vs MOS
-1.8%
+325.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -2.2% | +5.5% | -7.6% | -2.8% |
| 30D | +12.1% | +21.0% | -8.9% | +9.5% |
| 3M | +13.6% | -0.5% | +14.1% | +13.2% |
| 6M | +43.9% | +6.6% | +37.3% | +42.0% |
| YTD | +45.9% | -2.8% | +48.7% | +44.6% |
| 1Y | +42.1% | -8.1% | +50.2% | +41.6% |
| 3Y | +91.6% | -25.6% | +117.2% | +93.2% |
| 5Y | +158.5% | -29.8% | +188.3% | +154.3% |
| 10Y | +323.2% | +0.6% | +322.7% | +288.1% |
| All | +323.2% | -1.8% | +325.0% | +288.1% |
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 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