+145.3%
DAL vs MOS
+5.8%
+139.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.3% |
| 7D | +0.1% | +9.5% | -9.4% | -3.1% |
| 30D | -13.9% | +10.4% | -24.3% | -17.1% |
| 3M | +1.1% | +12.9% | -11.8% | -4.0% |
| 6M | +26.2% | +1.2% | +25.0% | +22.8% |
| YTD | +16.4% | +9.3% | +7.1% | +9.2% |
| 1Y | +33.9% | -18.0% | +51.8% | +38.2% |
| 3Y | +93.4% | -29.0% | +122.4% | +101.4% |
| 5Y | +106.4% | -9.6% | +115.9% | +74.8% |
| All | +145.3% | +5.8% | +139.5% | +56.4% |
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