+245.2%
DHR vs MOS
-1.8%
+247.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +0.2% | +5.5% | -5.3% | -0.5% |
| 30D | +6.4% | +21.0% | -14.6% | +3.6% |
| 3M | +13.6% | -0.5% | +14.1% | +13.3% |
| 6M | +41.9% | +6.6% | +35.3% | +39.8% |
| YTD | +3.4% | -2.8% | +6.2% | +2.4% |
| 1Y | +9.9% | -8.1% | +17.9% | +9.4% |
| 3Y | +21.6% | -25.6% | +47.2% | +22.7% |
| 5Y | -10.6% | -29.8% | +19.2% | -10.8% |
| 10Y | +245.2% | +0.6% | +244.6% | +211.7% |
| All | +245.2% | -1.8% | +247.0% | +211.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling