+31,416.6%
AVGO vs MOS
-34.9%
+31,451.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -3.0% | +9.5% | -12.5% | -5.3% |
| 30D | -14.4% | +10.4% | -24.9% | -16.9% |
| 3M | -14.4% | +12.9% | -27.3% | -17.6% |
| 6M | +13.1% | +1.2% | +11.9% | +11.2% |
| YTD | +3.8% | +9.3% | -5.5% | -0.8% |
| 1Y | +17.8% | -18.0% | +35.8% | +21.0% |
| 3Y | +325.3% | -29.0% | +354.3% | +341.5% |
| 5Y | +689.9% | -9.6% | +699.5% | +615.8% |
| 10Y | +2,597.0% | +6.1% | +2,590.9% | +1,886.6% |
| All | +31,416.6% | -34.9% | +31,451.5% | +24,854.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling