+99.2%
DE vs MOS
-8.7%
+108.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | +10.0% | +9.5% | +0.5% | +7.1% |
| 30D | +13.3% | +10.4% | +2.9% | +10.0% |
| 3M | +17.5% | +12.9% | +4.6% | +12.7% |
| 6M | +13.6% | +1.2% | +12.3% | +11.2% |
| YTD | +49.8% | +9.3% | +40.5% | +43.2% |
| 1Y | +47.9% | -18.0% | +65.8% | +53.2% |
| 3Y | +72.5% | -29.0% | +101.6% | +80.8% |
| All | +99.2% | -8.7% | +108.0% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling