+118.8%
GOOGL vs MOS
-24.7%
+143.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.3% |
| 7D | +2.6% | +24.8% | -22.2% | +1.0% |
| 30D | -18.3% | +22.7% | -41.0% | -19.5% |
| 3M | -19.6% | -1.2% | -18.4% | -19.8% |
| 6M | -28.2% | +5.5% | -33.8% | -28.8% |
| YTD | -8.0% | -2.0% | -6.0% | -8.8% |
| 1Y | -0.7% | -7.9% | +7.3% | -1.1% |
| 3Y | +118.8% | -25.0% | +143.8% | +110.7% |
| All | +118.8% | -24.7% | +143.5% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling