+160.1%
AMGN vs MOS
-33.6%
+193.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +1.1% | -2.0% | +3.1% | +1.3% |
| 30D | +9.3% | +15.3% | -6.0% | +7.5% |
| 3M | +12.1% | +1.5% | +10.6% | +11.4% |
| 6M | +40.3% | -2.0% | +42.2% | +39.6% |
| YTD | +45.2% | -6.5% | +51.7% | +44.3% |
| 1Y | +42.4% | -11.1% | +53.5% | +42.2% |
| 3Y | +91.0% | -30.3% | +121.3% | +92.8% |
| All | +160.1% | -33.6% | +193.8% | +142.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling