+241.9%
AVGO vs MOS
-26.7%
+268.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.3% | -13.7% | -10.9% |
| 7D | -15.5% | +22.5% | -38.0% | -18.5% |
| 30D | -22.4% | +6.6% | -29.1% | -23.4% |
| 3M | -30.2% | -3.8% | -26.4% | -29.9% |
| 6M | -31.6% | -2.2% | -29.3% | -31.7% |
| YTD | -15.3% | -4.8% | -10.5% | -16.2% |
| 1Y | -18.2% | -11.7% | -6.5% | -17.8% |
| All | +241.9% | -26.7% | +268.6% | +237.7% |
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