+641.7%
AMZN vs MOS
-3.5%
+645.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +2.8% | -2.0% | +4.8% | +3.1% |
| 30D | +5.0% | +15.3% | -10.4% | +2.7% |
| 3M | +0.6% | +1.5% | -0.9% | -0.1% |
| 6M | -1.3% | -2.0% | +0.7% | -1.8% |
| YTD | +15.5% | -6.5% | +22.1% | +14.7% |
| 1Y | +12.2% | -11.1% | +23.3% | +12.0% |
| 3Y | +87.0% | -30.3% | +117.3% | +89.9% |
| 5Y | +51.3% | -33.5% | +84.8% | +54.0% |
| All | +641.7% | -3.5% | +645.1% | +636.6% |
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 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