+25,618.8%
AVGO vs MOS
-43.3%
+25,662.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.3% | -13.7% | -11.3% |
| 7D | -15.5% | +22.5% | -38.0% | -20.4% |
| 30D | -22.4% | +6.6% | -29.1% | -24.3% |
| 3M | -30.2% | -3.8% | -26.4% | -30.3% |
| 6M | -31.6% | -2.2% | -29.3% | -32.3% |
| YTD | -15.3% | -4.8% | -10.5% | -16.9% |
| 1Y | -18.2% | -11.7% | -6.5% | -18.5% |
| 3Y | +241.2% | -26.5% | +267.7% | +247.9% |
| 5Y | +469.8% | -32.2% | +502.0% | +457.9% |
| 10Y | +2,106.2% | +10.2% | +2,096.0% | +1,486.5% |
| All | +25,618.8% | -43.3% | +25,662.1% | +20,814.4% |
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