+697.3%
DELL vs MOS
-25.5%
+722.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +14.9% | +9.5% | +5.3% | +12.6% |
| 30D | +13.3% | +10.4% | +2.9% | +10.7% |
| 3M | +24.4% | +12.9% | +11.5% | +20.4% |
| 6M | +258.0% | +1.2% | +256.8% | +251.7% |
| YTD | +320.2% | +9.3% | +310.9% | +305.4% |
| 1Y | +319.1% | -18.0% | +337.0% | +333.4% |
| All | +697.3% | -25.5% | +722.8% | +684.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling