+172.1%
DELL vs MOS
-7.3%
+179.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.8% | +12.6% | +11.8% |
| 7D | +0.4% | +5.5% | -5.1% | +0.1% |
| 30D | -35.1% | +21.0% | -56.1% | -35.9% |
| 3M | -15.1% | -0.5% | -14.7% | -13.3% |
| 6M | +51.7% | +6.6% | +45.1% | +51.9% |
| YTD | +200.0% | -2.8% | +202.8% | +216.0% |
| 1Y | +172.1% | -8.1% | +180.2% | +192.7% |
| All | +172.1% | -7.3% | +179.4% | +192.7% |
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