+385.7%
EBAY vs MOS
-1.8%
+387.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -2.0% | +5.5% | -7.4% | -2.7% |
| 30D | +7.0% | +21.0% | -14.0% | +3.9% |
| 3M | +16.1% | -0.5% | +16.5% | +15.7% |
| 6M | +14.1% | +6.6% | +7.5% | +12.2% |
| YTD | +42.1% | -2.8% | +44.9% | +40.6% |
| 1Y | +42.4% | -8.1% | +50.4% | +41.9% |
| 3Y | +223.5% | -25.6% | +249.1% | +228.0% |
| 5Y | +82.8% | -29.8% | +112.5% | +83.4% |
| 10Y | +385.7% | +0.6% | +385.2% | +355.3% |
| All | +385.7% | -1.8% | +387.5% | +355.3% |
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