+643.6%
GOOGL vs MOS
+3.2%
+640.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.4% |
| 7D | +2.6% | +24.8% | -22.2% | -1.0% |
| 30D | -18.3% | +22.7% | -41.0% | -21.0% |
| 3M | -19.6% | -1.2% | -18.4% | -19.9% |
| 6M | -28.2% | +5.5% | -33.8% | -29.5% |
| YTD | -8.0% | -2.0% | -6.0% | -9.3% |
| 1Y | -0.7% | -7.9% | +7.3% | -1.4% |
| 3Y | +118.8% | -25.0% | +143.8% | +119.9% |
| 5Y | +98.9% | -27.7% | +126.6% | +94.5% |
| 10Y | +643.6% | -1.6% | +645.2% | +535.7% |
| All | +643.6% | +3.2% | +640.4% | +535.7% |
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