+2,901.0%
DELL vs MOS
-1.9%
+2,902.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | -22.6% | +21.6% | -44.2% | -27.0% |
| 30D | -43.2% | +12.0% | -55.1% | -45.3% |
| 3M | -24.8% | -3.9% | -20.9% | -25.1% |
| 6M | +38.0% | -3.3% | +41.3% | +36.3% |
| YTD | +163.7% | -4.6% | +168.4% | +159.3% |
| 1Y | +122.5% | -7.0% | +129.5% | +119.4% |
| 3Y | +377.0% | -24.4% | +401.4% | +383.5% |
| 5Y | +542.6% | -32.1% | +574.7% | +538.0% |
| 10Y | +2,554.1% | +10.3% | +2,543.8% | +1,920.1% |
| All | +2,901.0% | -1.9% | +2,902.9% | +2,178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling