+143.3%
DELL vs MOS
-16.2%
+159.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +17.4% | -26.2% | -9.9% |
| 7D | -24.6% | +17.9% | -42.5% | -25.6% |
| 30D | -32.5% | +1.6% | -34.0% | -31.9% |
| 3M | -20.2% | -4.0% | -16.2% | -18.6% |
| 6M | +76.5% | -4.1% | +80.6% | +78.8% |
| YTD | +198.9% | -7.8% | +206.7% | +213.5% |
| 1Y | +143.3% | -15.6% | +158.9% | +161.4% |
| All | +143.3% | -16.2% | +159.5% | +161.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling