+381.8%
DAL vs MOS
+4.9%
+376.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.3% | -7.6% | -5.3% |
| 7D | +4.6% | +22.5% | -17.9% | -1.6% |
| 30D | +2.3% | +6.6% | -4.3% | 0.0% |
| 3M | -8.1% | -3.8% | -4.3% | -8.0% |
| 6M | +21.4% | -2.2% | +23.6% | +20.4% |
| YTD | +24.3% | -4.8% | +29.1% | +22.2% |
| 1Y | +47.4% | -11.7% | +59.1% | +47.6% |
| 3Y | +164.6% | -26.5% | +191.1% | +170.3% |
| 5Y | +100.2% | -32.2% | +132.4% | +98.3% |
| 10Y | +124.9% | +10.2% | +114.7% | +74.4% |
| All | +381.8% | +4.9% | +376.9% | +199.1% |
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