+24.4%
MDLZ vs MOS
-16.2%
+40.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +17.4% | -13.9% | +2.6% |
| 7D | +8.9% | +17.9% | -9.0% | +8.0% |
| 30D | +15.2% | +1.6% | +13.6% | +14.8% |
| 3M | +9.5% | -4.0% | +13.5% | +9.3% |
| 6M | +11.7% | -4.1% | +15.8% | +11.6% |
| YTD | +28.4% | -7.8% | +36.2% | +25.8% |
| 1Y | +24.4% | -15.6% | +40.0% | +23.6% |
| All | +24.4% | -16.2% | +40.6% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling