+2,707.2%
DUK vs MOS
+123.1%
+2,584.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | +21.6% | -21.3% | -1.4% |
| 30D | +10.6% | +12.0% | -1.3% | +9.4% |
| 3M | +4.0% | -3.9% | +7.9% | +4.1% |
| 6M | +3.6% | -3.3% | +6.9% | +3.3% |
| YTD | +11.9% | -4.6% | +16.5% | +11.3% |
| 1Y | +6.7% | -7.0% | +13.6% | +6.3% |
| 3Y | +59.4% | -24.4% | +83.9% | +59.9% |
| 5Y | +52.4% | -32.1% | +84.5% | +51.4% |
| 10Y | +148.2% | +10.3% | +137.8% | +123.2% |
| All | +2,707.2% | +123.1% | +2,584.1% | +1,882.3% |
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