+60,958.4%
AMGN vs MOS
+155.8%
+60,802.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 3M | +27.3% | +12.9% | +14.4% | +24.9% |
| 6M | +16.8% | +1.2% | +15.6% | +15.8% |
| YTD | +36.3% | +9.3% | +27.0% | +33.5% |
| 1Y | +60.4% | -18.0% | +78.4% | +62.4% |
| 3Y | +86.3% | -29.0% | +115.4% | +89.9% |
| 5Y | +125.7% | -9.6% | +135.2% | +116.4% |
| 10Y | +247.0% | +6.1% | +241.0% | +205.3% |
| All | +60,958.4% | +155.8% | +60,802.6% | +34,106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling