+106.8%
MRK vs MOS
-32.4%
+139.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -1.9% | +21.6% | -23.5% | -3.3% |
| 30D | +2.8% | +12.0% | -9.2% | +1.8% |
| 3M | +15.0% | -3.9% | +18.9% | +14.9% |
| 6M | +30.9% | -3.3% | +34.2% | +30.6% |
| YTD | +42.3% | -4.6% | +46.9% | +41.8% |
| 1Y | +76.1% | -7.0% | +83.1% | +75.6% |
| 3Y | +54.1% | -24.4% | +78.5% | +54.1% |
| All | +106.8% | -32.4% | +139.2% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling