-47.6%
ILMN vs MOS
-31.6%
-16.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +3.3% | -11.5% | -8.8% |
| 7D | -28.3% | +22.5% | -50.8% | -31.3% |
| 30D | -24.0% | +6.6% | -30.6% | -25.2% |
| 3M | +4.1% | -3.8% | +7.9% | +4.4% |
| 6M | +49.6% | -2.2% | +51.8% | +48.8% |
| YTD | +58.6% | -4.8% | +63.4% | +56.1% |
| 1Y | +69.9% | -11.7% | +81.6% | +69.7% |
| 3Y | +82.9% | -26.5% | +109.4% | +85.5% |
| 5Y | -47.6% | -32.2% | -15.4% | -47.9% |
| All | -47.6% | -31.6% | -16.1% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling