+56.0%
ILMN vs MOS
-3.5%
+59.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -2.9% | -2.0% | -0.9% | -2.5% |
| 30D | -23.8% | +15.3% | -39.1% | -26.4% |
| 3M | +7.5% | +1.5% | +6.0% | +6.3% |
| 6M | +42.8% | -2.0% | +44.7% | +41.5% |
| YTD | +57.8% | -6.5% | +64.4% | +55.8% |
| 1Y | +72.6% | -11.1% | +83.7% | +71.9% |
| 3Y | +129.3% | -30.3% | +159.6% | +136.0% |
| 5Y | -44.5% | -33.5% | -11.0% | -44.3% |
| All | +56.0% | -3.5% | +59.5% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling