+13,377.9%
DHI vs MOS
+55.7%
+13,322.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -6.1% | +5.5% | -11.5% | -7.4% |
| 30D | +9.8% | +21.0% | -11.1% | +4.3% |
| 3M | -2.2% | -0.5% | -1.7% | -2.6% |
| 6M | +2.0% | +6.6% | -4.6% | -0.8% |
| YTD | +3.3% | -2.8% | +6.1% | +1.5% |
| 1Y | +1.5% | -8.1% | +9.6% | +1.0% |
| 3Y | +24.0% | -25.6% | +49.6% | +26.8% |
| 5Y | +61.2% | -29.8% | +91.0% | +57.0% |
| 10Y | +503.7% | +0.6% | +503.1% | +369.7% |
| All | +13,377.9% | +55.7% | +13,322.2% | +6,662.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling