+2,876.0%
DELL vs MOS
-4.2%
+2,880.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.4% |
| 7D | +17.1% | -2.6% | +19.7% | +17.8% |
| 30D | -35.1% | +13.5% | -48.5% | -37.8% |
| 3M | -23.3% | -2.9% | -20.4% | -23.8% |
| 6M | +55.8% | -1.0% | +56.8% | +52.9% |
| YTD | +198.0% | -7.2% | +205.2% | +194.6% |
| 1Y | +166.6% | -11.4% | +178.0% | +165.9% |
| 3Y | +427.6% | -29.0% | +456.6% | +443.4% |
| 5Y | +630.6% | -34.0% | +664.6% | +629.1% |
| All | +2,876.0% | -4.2% | +2,880.1% | +2,172.3% |
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