+32,991.5%
GILD vs MOS
+30.1%
+32,961.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -4.8% | -1.7% | -3.1% | -4.6% |
| 30D | +5.8% | +12.4% | -6.6% | +4.0% |
| 3M | +14.9% | +20.5% | -5.5% | +11.6% |
| 6M | -0.4% | -12.0% | +11.6% | +0.7% |
| YTD | +18.5% | +7.4% | +11.1% | +16.2% |
| 1Y | +25.1% | -22.5% | +47.6% | +27.8% |
| 3Y | +105.9% | -25.5% | +131.4% | +108.1% |
| 5Y | +143.0% | -10.1% | +153.1% | +129.8% |
| 10Y | +162.4% | +12.7% | +149.7% | +121.9% |
| All | +32,991.5% | +30.1% | +32,961.4% | +29,969.2% |
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 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