+95.6%
AXP vs MOS
-31.6%
+127.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.9% |
| 7D | +0.4% | +22.5% | -22.1% | -3.9% |
| 30D | +7.0% | +6.6% | +0.4% | +5.2% |
| 3M | -6.6% | -3.8% | -2.8% | -6.5% |
| 6M | +3.5% | -2.2% | +5.7% | +2.7% |
| YTD | -11.2% | -4.8% | -6.4% | -12.6% |
| 1Y | -10.2% | -11.7% | +1.5% | -10.2% |
| 3Y | +120.0% | -26.5% | +146.6% | +122.9% |
| 5Y | +95.6% | -32.2% | +127.8% | +73.5% |
| All | +95.6% | -31.6% | +127.1% | +73.5% |
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