+107.6%
MDLZ vs MOS
-3.5%
+111.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.4% |
| 7D | +2.3% | -2.0% | +4.3% | +2.5% |
| 30D | +7.9% | +15.3% | -7.4% | +6.3% |
| 3M | +7.3% | +1.5% | +5.8% | +6.8% |
| 6M | +11.7% | -2.0% | +13.7% | +11.3% |
| YTD | +28.7% | -6.5% | +35.3% | +28.2% |
| 1Y | +22.8% | -11.1% | +33.8% | +22.7% |
| 3Y | +6.6% | -30.3% | +36.8% | +7.9% |
| 5Y | +23.2% | -33.5% | +56.7% | +21.5% |
| All | +107.6% | -3.5% | +111.0% | +79.1% |
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