+229.0%
MRK vs MOS
-4.2%
+233.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.3% |
| 7D | 0.0% | -2.6% | +2.6% | +0.3% |
| 30D | +3.5% | +13.5% | -10.0% | +2.1% |
| 3M | +11.2% | -2.9% | +14.1% | +11.2% |
| 6M | +32.5% | -1.0% | +33.5% | +31.9% |
| YTD | +42.5% | -7.2% | +49.7% | +42.2% |
| 1Y | +65.4% | -11.4% | +76.8% | +65.7% |
| 3Y | +58.8% | -29.0% | +87.8% | +60.6% |
| 5Y | +103.9% | -34.0% | +137.9% | +101.3% |
| All | +229.0% | -4.2% | +233.1% | +185.4% |
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