+767.4%
GOOG vs MOS
+13.3%
+754.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | -2.5% | +0.5% | -3.0% | -2.6% |
| 30D | -3.6% | +10.9% | -14.5% | -5.3% |
| 3M | -6.4% | +29.2% | -35.7% | -10.5% |
| 6M | +7.8% | -2.3% | +10.1% | +7.2% |
| YTD | +5.5% | +8.3% | -2.8% | +2.8% |
| 1Y | +38.3% | -21.2% | +59.5% | +41.4% |
| 3Y | +143.1% | -25.9% | +169.0% | +146.0% |
| 5Y | +135.0% | -9.4% | +144.4% | +121.2% |
| All | +767.4% | +13.3% | +754.0% | +633.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling