+61.2%
DHI vs MOS
-29.3%
+90.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -6.1% | +5.5% | -11.5% | -6.9% |
| 30D | +9.8% | +21.0% | -11.1% | +6.4% |
| 3M | -2.2% | -0.5% | -1.7% | -2.6% |
| 6M | +2.0% | +6.6% | -4.6% | +0.2% |
| YTD | +3.3% | -2.8% | +6.1% | +2.0% |
| 1Y | +1.5% | -8.1% | +9.6% | +1.0% |
| 3Y | +24.0% | -25.6% | +49.6% | +24.6% |
| 5Y | +61.2% | -29.8% | +91.0% | +47.4% |
| All | +61.2% | -29.3% | +90.6% | +47.4% |
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