+4.8%
DASH vs MOS
+8.7%
-4.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +17.4% | -9.0% | +5.0% |
| 7D | +17.2% | +17.9% | -0.8% | +13.5% |
| 30D | +3.6% | +1.6% | +2.0% | +2.9% |
| 3M | -1.9% | -4.0% | +2.1% | -1.8% |
| 6M | +15.1% | -4.1% | +19.2% | +14.7% |
| YTD | -12.3% | -7.8% | -4.5% | -13.0% |
| 1Y | -17.2% | -15.6% | -1.7% | -16.3% |
| 3Y | +114.7% | -28.9% | +143.6% | +119.3% |
| 5Y | -4.3% | -36.8% | +32.5% | +1.0% |
| All | +4.8% | +8.7% | -4.0% | -4.7% |
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 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