+142.1%
IBM vs MOS
-31.6%
+173.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -3.1% |
| 7D | -4.3% | +22.5% | -26.8% | -5.9% |
| 30D | +11.7% | +6.6% | +5.0% | +11.0% |
| 3M | +5.5% | -3.8% | +9.3% | +5.6% |
| 6M | +9.5% | -2.2% | +11.7% | +9.2% |
| YTD | -14.9% | -4.8% | -10.1% | -15.4% |
| 1Y | -17.4% | -11.7% | -5.6% | -17.3% |
| 3Y | +83.3% | -26.5% | +109.8% | +84.1% |
| 5Y | +142.1% | -32.2% | +174.3% | +124.9% |
| All | +142.1% | -31.6% | +173.6% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling