+142.4%
GILD vs MOS
-11.7%
+154.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | -4.8% | -1.7% | -3.1% | -4.7% |
| 30D | +5.8% | +12.4% | -6.6% | +5.1% |
| 3M | +14.9% | +20.5% | -5.5% | +13.7% |
| 6M | -0.4% | -12.0% | +11.6% | -0.1% |
| YTD | +18.5% | +7.4% | +11.1% | +17.8% |
| 1Y | +25.1% | -22.5% | +47.6% | +25.9% |
| 3Y | +105.9% | -25.5% | +131.4% | +105.5% |
| All | +142.4% | -11.7% | +154.1% | +131.2% |
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