+767.4%
GOOG vs MOS
+12.4%
+755.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.1% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | -3.6% | +10.0% | -13.6% | -5.2% |
| 3M | -6.4% | +28.2% | -34.6% | -10.4% |
| 6M | +7.8% | -3.1% | +10.9% | +7.3% |
| YTD | +5.5% | +7.4% | -1.9% | +2.9% |
| 1Y | +38.3% | -21.8% | +60.1% | +41.6% |
| 3Y | +143.1% | -26.6% | +169.7% | +146.3% |
| 5Y | +135.0% | -10.1% | +145.1% | +121.5% |
| All | +767.4% | +12.4% | +755.0% | +634.7% |
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