+44.5%
GOOG vs MOS
-17.5%
+62.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.1% |
| 7D | -2.2% | +9.5% | -11.7% | -2.4% |
| 30D | -6.9% | +10.4% | -17.3% | -7.1% |
| 3M | -9.1% | +12.9% | -22.0% | -9.4% |
| 6M | +10.6% | +1.2% | +9.4% | +10.6% |
| YTD | +7.0% | +9.3% | -2.3% | +7.4% |
| 1Y | +44.5% | -18.0% | +62.5% | +51.0% |
| All | +44.5% | -17.5% | +62.0% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling