+13,444.1%
GOOG vs MOS
+148.6%
+13,295.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.3% |
| 7D | -2.1% | +9.5% | -11.7% | -3.9% |
| 30D | -6.8% | +10.4% | -17.3% | -8.7% |
| 3M | -9.1% | +12.9% | -22.0% | -11.6% |
| 6M | +10.7% | +1.2% | +9.5% | +9.1% |
| YTD | +7.1% | +9.3% | -2.2% | +3.6% |
| 1Y | +44.6% | -18.0% | +62.6% | +47.1% |
| 3Y | +147.4% | -29.0% | +176.5% | +152.8% |
| 5Y | +133.8% | -9.6% | +143.4% | +118.4% |
| 10Y | +777.5% | +6.1% | +771.5% | +617.1% |
| All | +13,444.1% | +148.6% | +13,295.5% | +10,287.4% |
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