+425.7%
DELL vs MOS
-28.7%
+454.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.1% |
| 7D | +17.1% | -2.6% | +19.7% | +17.6% |
| 30D | -35.1% | +13.5% | -48.5% | -37.0% |
| 3M | -23.3% | -2.9% | -20.4% | -23.0% |
| 6M | +55.8% | -1.0% | +56.8% | +54.6% |
| YTD | +198.0% | -7.2% | +205.2% | +197.5% |
| 1Y | +166.6% | -11.4% | +178.0% | +168.7% |
| All | +425.7% | -28.7% | +454.4% | +436.9% |
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