+80.4%
IBM vs MOS
-26.6%
+107.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.0% | +21.6% | -26.6% | -6.2% |
| 30D | +11.1% | +12.0% | -0.9% | +10.2% |
| 3M | +5.7% | -3.9% | +9.6% | +5.9% |
| 6M | +10.1% | -3.3% | +13.4% | +10.1% |
| YTD | -15.6% | -4.6% | -11.0% | -16.1% |
| 1Y | -19.5% | -7.0% | -12.6% | -19.8% |
| 3Y | +80.4% | -24.4% | +104.8% | +79.4% |
| All | +80.4% | -26.6% | +107.0% | +79.4% |
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