+2,544.4%
IBM vs MOS
+122.8%
+2,421.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -3.4% |
| 7D | -4.3% | +22.5% | -26.8% | -7.6% |
| 30D | +11.7% | +6.6% | +5.0% | +10.1% |
| 3M | +5.5% | -3.8% | +9.3% | +5.5% |
| 6M | +9.5% | -2.2% | +11.7% | +8.5% |
| YTD | -14.9% | -4.8% | -10.1% | -15.9% |
| 1Y | -17.4% | -11.7% | -5.6% | -17.5% |
| 3Y | +83.3% | -26.5% | +109.8% | +84.9% |
| 5Y | +142.1% | -32.2% | +174.3% | +138.3% |
| 10Y | +157.2% | +10.2% | +147.0% | +116.9% |
| All | +2,544.4% | +122.8% | +2,421.5% | +1,398.4% |
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 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