+84.6%
AMGN vs MOS
-26.6%
+111.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.2% | +21.6% | -22.8% | -3.9% |
| 30D | +11.5% | +12.0% | -0.5% | +9.5% |
| 3M | +14.4% | -3.9% | +18.3% | +14.4% |
| 6M | +40.9% | -3.3% | +44.2% | +40.3% |
| YTD | +43.5% | -4.6% | +48.2% | +41.5% |
| 1Y | +49.9% | -7.0% | +56.9% | +48.0% |
| 3Y | +84.6% | -24.4% | +109.1% | +84.2% |
| All | +84.6% | -26.6% | +111.2% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling