-9.6%
MOS vs ABCL
-41.3%
+31.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +9.5% | +0.7% | +8.8% | +9.4% |
| 30D | +10.4% | +93.1% | -82.7% | +0.6% |
| 3M | +12.9% | +79.4% | -66.6% | +3.0% |
| 6M | +1.2% | +214.9% | -213.6% | -15.0% |
| YTD | +9.3% | +234.2% | -224.9% | -9.8% |
| 1Y | -18.0% | +174.8% | -192.7% | -31.3% |
| 3Y | -29.0% | +104.5% | -133.5% | -41.7% |
| All | -9.6% | -41.3% | +31.7% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling