+90.0%
MDLZ vs MOS
+8.6%
+81.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.7% | +21.6% | -19.9% | -0.3% |
| 30D | +11.2% | +12.0% | -0.8% | +9.8% |
| 3M | +6.1% | -3.9% | +10.0% | +6.2% |
| 6M | +8.6% | -3.3% | +11.9% | +8.3% |
| YTD | +25.8% | -4.6% | +30.5% | +25.1% |
| 1Y | +21.7% | -7.0% | +28.6% | +21.1% |
| 3Y | +5.8% | -24.4% | +30.2% | +6.2% |
| 5Y | +21.4% | -32.1% | +53.5% | +19.5% |
| All | +90.0% | +8.6% | +81.4% | +68.5% |
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