+122.8%
DAL vs MOS
+8.6%
+114.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +8.8% | +21.6% | -12.8% | +1.4% |
| 30D | +5.4% | +12.0% | -6.6% | +0.8% |
| 3M | -4.9% | -3.9% | -1.0% | -4.8% |
| 6M | +19.8% | -3.3% | +23.2% | +19.0% |
| YTD | +27.0% | -4.6% | +31.6% | +23.9% |
| 1Y | +52.5% | -7.0% | +59.4% | +49.4% |
| 3Y | +173.8% | -24.4% | +198.3% | +175.7% |
| 5Y | +104.5% | -32.1% | +136.7% | +94.2% |
| All | +122.8% | +8.6% | +114.2% | +39.7% |
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