+1,851.2%
KMB vs MOS
+115.8%
+1,735.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +17.4% | -13.2% | +2.7% |
| 7D | +0.4% | +17.9% | -17.6% | -1.1% |
| 30D | +14.0% | +1.6% | +12.5% | +13.7% |
| 3M | -1.3% | -4.0% | +2.7% | -1.2% |
| 6M | +16.7% | -4.1% | +20.8% | +16.6% |
| YTD | +12.0% | -7.8% | +19.8% | +11.8% |
| 1Y | +13.6% | -15.6% | +29.2% | +14.2% |
| 3Y | +3.1% | -28.9% | +32.0% | +4.0% |
| 5Y | +0.8% | -36.8% | +37.6% | +0.4% |
| 10Y | +38.4% | +6.7% | +31.7% | +24.5% |
| All | +1,851.2% | +115.8% | +1,735.4% | +1,200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling