+4,183.2%
DELL vs MOS
+8.6%
+4,174.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | +14.9% | +9.5% | +5.3% | +12.3% |
| 30D | +13.3% | +10.4% | +2.9% | +10.2% |
| 3M | +24.4% | +12.9% | +11.5% | +19.6% |
| 6M | +258.0% | +1.2% | +256.8% | +251.3% |
| YTD | +320.2% | +9.3% | +310.9% | +303.4% |
| 1Y | +319.1% | -18.0% | +337.0% | +331.4% |
| 3Y | +706.5% | -29.0% | +735.6% | +738.8% |
| 5Y | +1,071.9% | -9.6% | +1,081.5% | +985.6% |
| All | +4,183.2% | +8.6% | +4,174.6% | +3,175.2% |
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