+229.6%
MRK vs MOS
+6.2%
+223.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +1.2% |
| 7D | +0.3% | +19.7% | -19.4% | -1.6% |
| 30D | +2.2% | +21.5% | -19.3% | +0.1% |
| 3M | +16.4% | -0.4% | +16.8% | +16.1% |
| 6M | +35.3% | +4.5% | +30.8% | +34.0% |
| YTD | +44.2% | -2.9% | +47.1% | +43.3% |
| 1Y | +77.5% | -7.7% | +85.2% | +77.1% |
| 3Y | +59.2% | -25.6% | +84.9% | +60.2% |
| 5Y | +109.6% | -31.2% | +140.7% | +106.1% |
| 10Y | +229.6% | +2.8% | +226.8% | +182.3% |
| All | +229.6% | +6.2% | +223.5% | +182.3% |
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