+130.8%
AMGN vs MOS
-8.7%
+139.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.7% |
| 7D | +1.1% | +9.5% | -8.4% | +0.1% |
| 30D | +7.8% | +10.4% | -2.6% | +6.6% |
| 3M | +27.3% | +12.9% | +14.4% | +25.3% |
| 6M | +16.8% | +1.2% | +15.6% | +15.8% |
| YTD | +36.3% | +9.3% | +27.0% | +33.9% |
| 1Y | +60.4% | -18.0% | +78.4% | +62.0% |
| 3Y | +86.3% | -29.0% | +115.4% | +86.9% |
| All | +130.8% | -8.7% | +139.5% | +112.5% |
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