+70.5%
ILMN vs MOS
+6.2%
+64.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.2% |
| 7D | -2.6% | +19.7% | -22.2% | -6.4% |
| 30D | -20.6% | +21.5% | -42.1% | -24.1% |
| 3M | +17.5% | -0.4% | +17.9% | +16.7% |
| 6M | +55.6% | +4.5% | +51.1% | +52.3% |
| YTD | +68.3% | -2.9% | +71.2% | +65.0% |
| 1Y | +81.1% | -7.7% | +88.8% | +79.2% |
| 3Y | +112.2% | -25.6% | +137.8% | +115.6% |
| 5Y | -42.6% | -31.2% | -11.4% | -42.8% |
| 10Y | +70.5% | +2.8% | +67.7% | +43.8% |
| All | +70.5% | +6.2% | +64.3% | +43.8% |
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