+71.8%
ILMN vs MOS
-11.5%
+83.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.6% |
| 7D | +0.7% | -2.6% | +3.3% | +0.8% |
| 30D | -22.7% | +13.5% | -36.2% | -22.7% |
| 3M | +8.6% | -2.9% | +11.5% | +9.9% |
| 6M | +43.8% | -1.0% | +44.8% | +45.6% |
| YTD | +59.8% | -7.2% | +67.0% | +57.6% |
| 1Y | +71.8% | -11.4% | +83.2% | +70.6% |
| All | +71.8% | -11.5% | +83.3% | +70.6% |
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