+62.2%
DHI vs MOS
-4.4%
+66.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -2.3% | +1.7% | -4.0% | -2.6% |
| 30D | -5.3% | +11.7% | -16.9% | -6.9% |
| 3M | -7.8% | +23.2% | -30.9% | -10.9% |
| 6M | -5.4% | -1.6% | -3.7% | -6.1% |
| YTD | -2.7% | +10.8% | -13.5% | -5.3% |
| 1Y | -21.0% | -16.2% | -4.7% | -20.0% |
| 3Y | +22.2% | -24.2% | +46.4% | +22.4% |
| 5Y | +62.2% | -6.6% | +68.8% | +43.7% |
| All | +62.2% | -4.4% | +66.6% | +43.7% |
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