+235.3%
DIA vs MOS
-4.2%
+239.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.5% |
| 7D | +1.6% | -2.6% | +4.1% | +2.1% |
| 30D | +1.2% | +13.5% | -12.2% | -1.5% |
| 3M | -2.4% | -2.9% | +0.5% | -2.5% |
| 6M | +5.7% | -1.0% | +6.7% | +4.6% |
| YTD | +9.9% | -7.2% | +17.1% | +9.1% |
| 1Y | +9.8% | -11.4% | +21.2% | +9.7% |
| 3Y | +59.8% | -29.0% | +88.8% | +62.8% |
| 5Y | +57.7% | -34.0% | +91.7% | +54.8% |
| All | +235.3% | -4.2% | +239.4% | +164.3% |
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