+552.2%
DELL vs MOS
-32.4%
+584.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | -22.6% | +21.6% | -44.2% | -26.3% |
| 30D | -43.2% | +12.0% | -55.1% | -44.9% |
| 3M | -24.8% | -3.9% | -20.9% | -24.7% |
| 6M | +38.0% | -3.3% | +41.3% | +37.1% |
| YTD | +163.7% | -4.6% | +168.4% | +160.8% |
| 1Y | +122.5% | -7.0% | +129.5% | +120.6% |
| 3Y | +377.0% | -24.4% | +401.4% | +382.7% |
| All | +552.2% | -32.4% | +584.5% | +556.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling