+131.8%
DUK vs MOS
+12.0%
+119.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -0.1% | +1.7% | -1.8% | -0.2% |
| 30D | +0.2% | +11.7% | -11.4% | -0.6% |
| 3M | -1.9% | +23.2% | -25.0% | -3.6% |
| 6M | -6.5% | -1.6% | -4.9% | -6.8% |
| YTD | +5.4% | +10.8% | -5.4% | +4.0% |
| 1Y | +3.6% | -16.2% | +19.8% | +4.2% |
| 3Y | +48.1% | -24.2% | +72.3% | +48.8% |
| 5Y | +39.6% | -6.6% | +46.2% | +34.7% |
| 10Y | +131.8% | +16.3% | +115.5% | +97.5% |
| All | +131.8% | +12.0% | +119.9% | +97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling