+2,541.1%
DUK vs MOS
+155.8%
+2,385.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | 0.0% | +9.5% | -9.6% | -0.8% |
| 30D | -1.7% | +10.4% | -12.1% | -2.6% |
| 3M | -0.4% | +12.9% | -13.3% | -1.7% |
| 6M | -7.2% | +1.2% | -8.5% | -7.8% |
| YTD | +5.3% | +9.3% | -4.1% | +3.8% |
| 1Y | +3.0% | -18.0% | +20.9% | +3.8% |
| 3Y | +53.1% | -29.0% | +82.1% | +54.6% |
| 5Y | +37.9% | -9.6% | +47.5% | +33.7% |
| 10Y | +124.8% | +6.1% | +118.8% | +103.3% |
| All | +2,541.1% | +155.8% | +2,385.3% | +1,747.3% |
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 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