+234.3%
MRK vs MOS
+11.1%
+223.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.9% | -1.5% |
| 7D | -0.9% | +7.1% | -8.0% | -1.6% |
| 30D | +15.5% | +15.0% | +0.4% | +13.8% |
| 3M | +25.1% | +24.1% | +1.0% | +22.1% |
| 6M | +30.1% | +2.7% | +27.4% | +29.0% |
| YTD | +43.1% | +12.2% | +30.9% | +40.5% |
| 1Y | +82.5% | -16.3% | +98.7% | +83.9% |
| 3Y | +49.3% | -23.3% | +72.6% | +50.0% |
| 5Y | +130.3% | -4.2% | +134.4% | +118.4% |
| 10Y | +234.3% | +12.6% | +221.8% | +190.1% |
| All | +234.3% | +11.1% | +223.3% | +190.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling