+22.9%
MDLZ vs MOS
-31.6%
+54.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.0% |
| 7D | +6.9% | +22.5% | -15.6% | +5.6% |
| 30D | +12.1% | +6.6% | +5.4% | +11.5% |
| 3M | +7.7% | -3.8% | +11.5% | +7.7% |
| 6M | +10.8% | -2.2% | +13.0% | +10.6% |
| YTD | +27.4% | -4.8% | +32.1% | +26.8% |
| 1Y | +23.5% | -11.7% | +35.2% | +23.5% |
| 3Y | +6.2% | -26.5% | +32.7% | +6.4% |
| 5Y | +22.9% | -32.2% | +55.1% | +21.0% |
| All | +22.9% | -31.6% | +54.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling