+12,945.6%
DHI vs MOS
+75.0%
+12,870.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.5% |
| 7D | -3.1% | +9.5% | -12.7% | -5.5% |
| 30D | -5.5% | +10.4% | -15.9% | -8.1% |
| 3M | -2.2% | +12.9% | -15.1% | -5.9% |
| 6M | -6.0% | +1.2% | -7.2% | -7.9% |
| YTD | 0.0% | +9.3% | -9.3% | -4.3% |
| 1Y | -18.2% | -18.0% | -0.3% | -16.2% |
| 3Y | +22.5% | -29.0% | +51.6% | +26.9% |
| 5Y | +58.4% | -9.6% | +67.9% | +44.0% |
| 10Y | +405.2% | +6.1% | +399.1% | +288.4% |
| All | +12,945.6% | +75.0% | +12,870.6% | +6,273.4% |
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 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