+778.6%
DE vs MOS
+8.6%
+770.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -0.6% | +21.6% | -22.2% | -7.1% |
| 30D | +2.3% | +12.0% | -9.7% | -2.0% |
| 3M | +9.5% | -3.9% | +13.4% | +10.0% |
| 6M | +14.1% | -3.3% | +17.4% | +13.4% |
| YTD | +45.4% | -4.6% | +50.1% | +43.5% |
| 1Y | +42.9% | -7.0% | +49.9% | +41.6% |
| 3Y | +84.8% | -24.4% | +109.3% | +89.6% |
| 5Y | +101.8% | -32.1% | +133.9% | +104.6% |
| All | +778.6% | +8.6% | +770.0% | +606.3% |
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