+21.8%
DHI vs MOS
-21.8%
+43.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.4% |
| 7D | -2.0% | +7.1% | -9.1% | -3.2% |
| 30D | -8.3% | +15.0% | -23.4% | -10.7% |
| 3M | -3.7% | +24.1% | -27.8% | -7.9% |
| 6M | -5.4% | +2.7% | -8.1% | -7.1% |
| YTD | -3.0% | +12.2% | -15.2% | -6.7% |
| 1Y | -23.8% | -16.3% | -7.6% | -22.5% |
| 3Y | +21.8% | -23.3% | +45.1% | +20.3% |
| All | +21.8% | -21.8% | +43.6% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling