+105.0%
AXP vs MOS
-37.7%
+142.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +17.4% | -15.2% | -1.3% |
| 7D | +4.6% | +17.9% | -13.3% | +1.0% |
| 30D | +9.7% | +1.6% | +8.2% | +9.0% |
| 3M | -3.8% | -4.0% | +0.2% | -3.6% |
| 6M | +4.8% | -4.1% | +8.9% | +4.4% |
| YTD | -9.1% | -7.8% | -1.3% | -10.0% |
| 1Y | -6.7% | -15.6% | +8.9% | -5.8% |
| 3Y | +125.2% | -28.9% | +154.1% | +129.7% |
| 5Y | +105.0% | -36.8% | +141.8% | +90.4% |
| All | +105.0% | -37.7% | +142.7% | +90.4% |
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 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