+6,610.0%
AXP vs MOS
+155.8%
+6,454.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | -2.1% | +9.5% | -11.6% | -4.5% |
| 30D | -6.5% | +10.4% | -17.0% | -9.2% |
| 3M | +4.6% | +12.9% | -8.2% | +0.5% |
| 6M | +5.4% | +1.2% | +4.2% | +3.2% |
| YTD | -11.1% | +9.3% | -20.4% | -15.3% |
| 1Y | -0.3% | -18.0% | +17.7% | +2.1% |
| 3Y | +111.6% | -29.0% | +140.6% | +118.9% |
| 5Y | +117.6% | -9.6% | +127.2% | +101.4% |
| 10Y | +474.1% | +6.1% | +468.1% | +360.9% |
| All | +6,610.0% | +155.8% | +6,454.2% | +2,954.6% |
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