+14.7%
MOS vs ABCL
-80.5%
+95.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | -0.6% |
| 7D | +21.6% | -3.2% | +24.8% | +21.7% |
| 30D | +12.0% | -7.4% | +19.4% | +12.4% |
| 3M | -3.9% | +81.9% | -85.8% | -11.6% |
| 6M | -3.3% | +135.7% | -139.0% | -14.8% |
| YTD | -4.6% | +247.4% | -252.0% | -20.6% |
| 1Y | -7.0% | +162.3% | -169.2% | -20.2% |
| 3Y | -24.4% | +165.5% | -189.9% | -38.4% |
| 5Y | -32.1% | -21.3% | -10.8% | -40.4% |
| All | +14.7% | -80.5% | +95.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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