+92.9%
GOOGL vs MOS
-32.4%
+125.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.8% |
| 7D | +1.8% | +21.6% | -19.8% | -0.7% |
| 30D | -18.8% | +12.0% | -30.7% | -20.0% |
| 3M | -20.3% | -3.9% | -16.5% | -20.3% |
| 6M | -28.4% | -3.3% | -25.0% | -28.6% |
| YTD | -8.8% | -4.6% | -4.2% | -9.6% |
| 1Y | +0.3% | -7.0% | +7.2% | -0.5% |
| 3Y | +120.7% | -24.4% | +145.1% | +120.1% |
| All | +92.9% | -32.4% | +125.3% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling