+132.4%
IBM vs MOS
+5.8%
+126.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -0.3% | +9.5% | -9.8% | -1.9% |
| 30D | +0.3% | +10.4% | -10.1% | -1.5% |
| 3M | -21.6% | +12.9% | -34.5% | -23.7% |
| 6M | -4.7% | +1.2% | -5.9% | -6.0% |
| YTD | -19.1% | +9.3% | -28.4% | -21.7% |
| 1Y | -2.5% | -18.0% | +15.5% | -0.9% |
| 3Y | +74.2% | -29.0% | +103.2% | +77.9% |
| 5Y | +113.1% | -9.6% | +122.7% | +93.6% |
| All | +132.4% | +5.8% | +126.5% | +90.9% |
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