+235.9%
DIA vs MOS
+3.2%
+232.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +0.9% | +24.8% | -23.9% | -3.4% |
| 30D | +1.1% | +22.7% | -21.6% | -3.0% |
| 3M | -2.9% | -1.2% | -1.7% | -3.3% |
| 6M | +5.9% | +5.5% | +0.3% | +3.6% |
| YTD | +9.8% | -2.0% | +11.7% | +7.8% |
| 1Y | +11.7% | -7.9% | +19.7% | +10.9% |
| 3Y | +59.5% | -25.0% | +84.5% | +61.0% |
| 5Y | +57.5% | -27.7% | +85.3% | +51.8% |
| 10Y | +235.9% | -1.6% | +237.5% | +162.0% |
| All | +235.9% | +3.2% | +232.7% | +162.0% |
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 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