+509.7%
MDLZ vs MOS
+175.8%
+333.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.2% |
| 7D | +6.9% | +22.5% | -15.6% | +4.5% |
| 30D | +12.1% | +6.6% | +5.4% | +11.1% |
| 3M | +7.7% | -3.8% | +11.5% | +7.8% |
| 6M | +10.8% | -2.2% | +13.0% | +10.4% |
| YTD | +27.4% | -4.8% | +32.1% | +26.6% |
| 1Y | +23.5% | -11.7% | +35.2% | +23.6% |
| 3Y | +6.2% | -26.5% | +32.7% | +7.0% |
| 5Y | +22.9% | -32.2% | +55.1% | +21.7% |
| 10Y | +99.6% | +10.2% | +89.4% | +75.3% |
| All | +509.7% | +175.8% | +333.9% | +357.4% |
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