+25,809.4%
AVGO vs MOS
-43.2%
+25,852.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -9.9% | +21.6% | -31.5% | -15.0% |
| 30D | -22.0% | +12.0% | -34.0% | -24.9% |
| 3M | -30.0% | -3.9% | -26.2% | -30.2% |
| 6M | -30.7% | -3.3% | -27.4% | -31.3% |
| YTD | -14.7% | -4.6% | -10.0% | -16.3% |
| 1Y | -16.8% | -7.0% | -9.8% | -18.3% |
| 3Y | +244.4% | -24.4% | +268.8% | +248.5% |
| 5Y | +474.0% | -32.1% | +506.1% | +461.9% |
| 10Y | +2,122.6% | +10.3% | +2,112.2% | +1,497.7% |
| All | +25,809.4% | -43.2% | +25,852.6% | +20,962.1% |
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