-5.1%
DASH vs MOS
+12.3%
-17.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.3% | -12.7% | -10.0% |
| 7D | +0.5% | +22.5% | -22.0% | -3.4% |
| 30D | -7.1% | +6.6% | -13.7% | -8.6% |
| 3M | -13.2% | -3.8% | -9.4% | -13.2% |
| 6M | +8.3% | -2.2% | +10.5% | +7.4% |
| YTD | -20.6% | -4.8% | -15.8% | -21.8% |
| 1Y | -24.4% | -11.7% | -12.7% | -24.3% |
| 3Y | +94.5% | -26.5% | +121.0% | +97.3% |
| 5Y | -9.4% | -32.2% | +22.8% | -5.6% |
| All | -5.1% | +12.3% | -17.4% | -14.2% |
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