+11,368.7%
GOOG vs MOS
+116.8%
+11,251.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.8% |
| 7D | +2.1% | +21.6% | -19.5% | -1.9% |
| 30D | -18.3% | +12.0% | -30.2% | -20.3% |
| 3M | -20.3% | -3.9% | -16.4% | -20.3% |
| 6M | -28.1% | -3.3% | -24.7% | -28.4% |
| YTD | -9.3% | -4.6% | -4.7% | -10.5% |
| 1Y | -0.2% | -7.0% | +6.7% | -1.3% |
| 3Y | +118.0% | -24.4% | +142.5% | +118.9% |
| 5Y | +92.1% | -32.1% | +124.2% | +89.6% |
| 10Y | +652.3% | +10.3% | +641.9% | +505.3% |
| All | +11,368.7% | +116.8% | +11,251.9% | +8,878.2% |
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