-10.0%
DHR vs MOS
-33.6%
+23.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | +1.2% | -2.0% | +3.2% | +1.5% |
| 30D | +3.7% | +15.3% | -11.6% | +1.4% |
| 3M | +14.5% | +1.5% | +13.0% | +13.8% |
| 6M | +40.9% | -2.0% | +42.9% | +40.3% |
| YTD | +2.4% | -6.5% | +8.9% | +1.7% |
| 1Y | +6.1% | -11.1% | +17.2% | +6.1% |
| 3Y | +21.0% | -30.3% | +51.3% | +22.7% |
| All | -10.0% | -33.6% | +23.6% | -6.0% |
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