+18.0%
KMB vs MOS
+8.6%
+9.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.7% |
| 7D | -3.0% | +9.5% | -12.6% | -3.4% |
| 30D | -5.5% | +10.4% | -15.9% | -5.9% |
| 3M | +14.0% | +12.9% | +1.1% | +13.2% |
| 6M | +4.1% | +1.2% | +2.8% | +3.7% |
| YTD | +8.0% | +9.3% | -1.3% | +7.2% |
| 1Y | -13.7% | -18.0% | +4.2% | -13.4% |
| 3Y | -5.9% | -29.0% | +23.1% | -5.5% |
| 5Y | -8.6% | -9.6% | +1.0% | -11.1% |
| All | +18.0% | +8.6% | +9.4% | +13.5% |
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