+85.6%
AMZN vs MOS
-26.6%
+112.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +7.9% | +21.6% | -13.7% | +6.1% |
| 30D | -0.2% | +12.0% | -12.2% | -1.4% |
| 3M | -4.8% | -3.9% | -0.9% | -5.0% |
| 6M | -5.7% | -3.3% | -2.4% | -6.1% |
| YTD | +12.3% | -4.6% | +17.0% | +11.0% |
| 1Y | +6.7% | -7.0% | +13.7% | +5.6% |
| 3Y | +85.6% | -24.4% | +110.0% | +83.1% |
| All | +85.6% | -26.6% | +112.2% | +83.1% |
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