+102.1%
DASH vs MOS
-26.7%
+128.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.3% | -12.7% | -9.9% |
| 7D | +0.5% | +22.5% | -22.0% | -2.6% |
| 30D | -7.1% | +6.6% | -13.7% | -8.4% |
| 3M | -13.2% | -3.8% | -9.4% | -13.5% |
| 6M | +8.3% | -2.2% | +10.5% | +7.3% |
| YTD | -20.6% | -4.8% | -15.8% | -21.9% |
| 1Y | -24.4% | -11.7% | -12.7% | -24.6% |
| All | +102.1% | -26.7% | +128.8% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling