+123.4%
ILMN vs MOS
-17.5%
+140.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.6% |
| 7D | +1.2% | +9.5% | -8.3% | +0.7% |
| 30D | +9.2% | +10.4% | -1.2% | +8.3% |
| 3M | +29.8% | +12.9% | +17.0% | +28.9% |
| 6M | +69.2% | +1.2% | +68.0% | +66.5% |
| YTD | +66.4% | +9.3% | +57.1% | +63.6% |
| 1Y | +123.4% | -18.0% | +141.4% | +119.6% |
| All | +123.4% | -17.5% | +140.9% | +119.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling