+404.6%
DHI vs MOS
+12.4%
+392.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -3.4% | -1.7% | -1.7% | -3.1% |
| 30D | -5.4% | +12.4% | -17.8% | -8.0% |
| 3M | -10.4% | +20.5% | -30.9% | -14.5% |
| 6M | -2.8% | -12.0% | +9.2% | -1.2% |
| YTD | -3.4% | +7.4% | -10.8% | -6.6% |
| 1Y | -22.9% | -22.5% | -0.4% | -20.2% |
| 3Y | +20.7% | -25.5% | +46.2% | +23.1% |
| 5Y | +62.1% | -10.1% | +72.2% | +46.5% |
| All | +404.6% | +12.4% | +392.2% | +261.6% |
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