+52.8%
DUK vs MOS
-32.4%
+85.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | +21.6% | -21.3% | -0.7% |
| 30D | +10.6% | +12.0% | -1.3% | +9.9% |
| 3M | +4.0% | -3.9% | +7.9% | +4.0% |
| 6M | +3.6% | -3.3% | +6.9% | +3.4% |
| YTD | +11.9% | -4.6% | +16.5% | +11.5% |
| 1Y | +6.7% | -7.0% | +13.6% | +6.4% |
| 3Y | +59.4% | -24.4% | +83.9% | +59.6% |
| All | +52.8% | -32.4% | +85.1% | +54.3% |
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