+94.2%
ILMN vs MOS
-26.6%
+120.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | -9.7% | +21.6% | -31.3% | -13.0% |
| 30D | -20.4% | +12.0% | -32.4% | -22.1% |
| 3M | +10.0% | -3.9% | +13.9% | +10.8% |
| 6M | +49.5% | -3.3% | +52.8% | +49.8% |
| YTD | +62.5% | -4.6% | +67.1% | +59.3% |
| 1Y | +76.0% | -7.0% | +83.0% | +73.1% |
| 3Y | +94.2% | -24.4% | +118.6% | +96.8% |
| All | +94.2% | -26.6% | +120.8% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling