+678.2%
GOOG vs MOS
-1.8%
+680.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | +1.2% | +5.5% | -4.3% | +0.3% |
| 30D | -16.7% | +21.0% | -37.7% | -19.3% |
| 3M | -15.2% | -0.5% | -14.7% | -15.6% |
| 6M | -24.8% | +6.6% | -31.4% | -26.2% |
| YTD | -7.2% | -2.8% | -4.4% | -8.4% |
| 1Y | -0.1% | -8.1% | +7.9% | -0.8% |
| 3Y | +118.8% | -25.6% | +144.4% | +120.2% |
| 5Y | +99.9% | -29.8% | +129.7% | +96.4% |
| 10Y | +678.2% | +0.6% | +677.6% | +569.8% |
| All | +678.2% | -1.8% | +680.0% | +569.8% |
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 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