+616.9%
GOOGL vs MOS
+8.6%
+608.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.8% |
| 7D | +1.8% | +21.6% | -19.8% | -1.4% |
| 30D | -18.8% | +12.0% | -30.7% | -20.4% |
| 3M | -20.3% | -3.9% | -16.5% | -20.3% |
| 6M | -28.4% | -3.3% | -25.0% | -28.7% |
| YTD | -8.8% | -4.6% | -4.2% | -9.8% |
| 1Y | +0.3% | -7.0% | +7.2% | -0.6% |
| 3Y | +120.7% | -24.4% | +145.1% | +121.3% |
| 5Y | +93.1% | -32.1% | +125.2% | +91.0% |
| All | +616.9% | +8.6% | +608.3% | +535.0% |
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