+81.9%
IBM vs MOS
-26.7%
+108.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -3.0% |
| 7D | -4.3% | +22.5% | -26.8% | -5.6% |
| 30D | +11.7% | +6.6% | +5.0% | +11.2% |
| 3M | +5.5% | -3.8% | +9.3% | +5.7% |
| 6M | +9.5% | -2.2% | +11.7% | +9.3% |
| YTD | -14.9% | -4.8% | -10.1% | -15.4% |
| 1Y | -17.4% | -11.7% | -5.6% | -17.2% |
| All | +81.9% | -26.7% | +108.7% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling