+1,089.0%
ILMN vs MOS
+135.4%
+953.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +17.4% | -22.3% | -8.8% |
| 7D | -21.6% | +17.9% | -39.5% | -25.0% |
| 30D | -22.9% | +1.6% | -24.4% | -23.8% |
| 3M | +11.6% | -4.0% | +15.6% | +11.5% |
| 6M | +62.5% | -4.1% | +66.7% | +61.5% |
| YTD | +72.7% | -7.8% | +80.5% | +70.8% |
| 1Y | +93.9% | -15.6% | +109.4% | +95.2% |
| 3Y | +99.2% | -28.9% | +128.0% | +104.7% |
| 5Y | -44.8% | -36.8% | -8.0% | -44.1% |
| 10Y | +73.0% | +6.7% | +66.3% | +37.2% |
| All | +1,089.0% | +135.4% | +953.6% | +414.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling