+474.0%
AVGO vs MOS
-32.4%
+506.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -9.9% | +21.6% | -31.5% | -13.3% |
| 30D | -22.0% | +12.0% | -34.0% | -23.8% |
| 3M | -30.0% | -3.9% | -26.2% | -29.9% |
| 6M | -30.7% | -3.3% | -27.4% | -30.9% |
| YTD | -14.7% | -4.6% | -10.0% | -15.6% |
| 1Y | -16.8% | -7.0% | -9.8% | -17.6% |
| 3Y | +244.4% | -24.4% | +268.8% | +247.4% |
| All | +474.0% | -32.4% | +506.4% | +430.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling