+481.5%
AXP vs MOS
+8.8%
+472.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +17.4% | -15.2% | -3.1% |
| 7D | +4.6% | +17.9% | -13.3% | -1.0% |
| 30D | +9.7% | +1.6% | +8.2% | +8.4% |
| 3M | -3.8% | -4.0% | +0.2% | -3.8% |
| 6M | +4.8% | -4.1% | +8.9% | +4.0% |
| YTD | -9.1% | -7.8% | -1.3% | -10.5% |
| 1Y | -6.7% | -15.6% | +8.9% | -5.7% |
| 3Y | +125.2% | -28.9% | +154.1% | +131.3% |
| 5Y | +105.0% | -36.8% | +141.8% | +102.9% |
| 10Y | +481.5% | +6.7% | +474.8% | +266.1% |
| All | +481.5% | +8.8% | +472.6% | +266.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling