-32.2%
MOS vs ABCL
-30.0%
-2.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.4% | +12.6% | +4.4% |
| 7D | +22.5% | -14.9% | +37.4% | +24.6% |
| 30D | +6.6% | -15.4% | +22.0% | +8.3% |
| 3M | -3.8% | +88.0% | -91.8% | -13.2% |
| 6M | -2.2% | +138.8% | -141.0% | -15.9% |
| YTD | -4.8% | +225.4% | -230.2% | -22.6% |
| 1Y | -11.7% | +137.3% | -149.0% | -25.2% |
| 3Y | -26.5% | +136.8% | -163.3% | -41.5% |
| 5Y | -32.2% | -26.2% | -6.0% | -40.6% |
| All | -32.2% | -30.0% | -2.2% | -40.6% |
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