+3,847.4%
ANET vs MOS
+12.4%
+3,835.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.7% |
| 7D | +3.0% | -1.7% | +4.7% | +3.3% |
| 30D | -5.2% | +12.4% | -17.6% | -7.0% |
| 3M | +27.6% | +20.5% | +7.2% | +23.5% |
| 6M | +44.4% | -12.0% | +56.4% | +46.0% |
| YTD | +52.3% | +7.4% | +44.9% | +48.8% |
| 1Y | +30.4% | -22.5% | +52.9% | +33.7% |
| 3Y | +313.3% | -25.5% | +338.7% | +316.7% |
| 5Y | +810.0% | -10.1% | +820.1% | +757.8% |
| All | +3,847.4% | +12.4% | +3,835.0% | +3,376.3% |
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