+852.9%
DE vs MOS
+11.1%
+841.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.5% | -2.7% |
| 7D | +0.7% | +7.1% | -6.4% | -1.5% |
| 30D | +9.6% | +15.0% | -5.4% | +4.7% |
| 3M | +19.0% | +24.1% | -5.1% | +10.2% |
| 6M | +16.1% | +2.7% | +13.3% | +12.9% |
| YTD | +47.0% | +12.2% | +34.8% | +38.8% |
| 1Y | +43.1% | -16.3% | +59.4% | +47.4% |
| 3Y | +77.5% | -23.3% | +100.8% | +82.2% |
| 5Y | +96.4% | -4.2% | +100.5% | +77.9% |
| 10Y | +852.9% | +12.6% | +840.3% | +666.6% |
| All | +852.9% | +11.1% | +841.8% | +666.6% |
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 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