+3,812.0%
MRK vs MOS
+155.8%
+3,656.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | +1.3% | +9.5% | -8.2% | +0.2% |
| 30D | +17.1% | +10.4% | +6.7% | +15.7% |
| 3M | +25.9% | +12.9% | +13.0% | +23.6% |
| 6M | +26.8% | +1.2% | +25.6% | +25.7% |
| YTD | +44.9% | +9.3% | +35.6% | +42.1% |
| 1Y | +84.8% | -18.0% | +102.8% | +87.3% |
| 3Y | +50.1% | -29.0% | +79.1% | +52.6% |
| 5Y | +127.4% | -9.6% | +137.0% | +117.2% |
| 10Y | +240.0% | +6.1% | +233.9% | +196.3% |
| All | +3,812.0% | +155.8% | +3,656.2% | +2,358.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling