+240.2%
DIA vs MOS
+8.6%
+231.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | +21.6% | -22.5% | -4.7% |
| 30D | +0.3% | +12.0% | -11.7% | -2.2% |
| 3M | -4.5% | -3.9% | -0.6% | -4.4% |
| 6M | +3.4% | -3.3% | +6.7% | +2.8% |
| YTD | +7.8% | -4.6% | +12.4% | +6.4% |
| 1Y | +10.7% | -7.0% | +17.7% | +9.6% |
| 3Y | +57.5% | -24.4% | +82.0% | +58.6% |
| 5Y | +53.7% | -32.1% | +85.8% | +50.1% |
| All | +240.2% | +8.6% | +231.6% | +165.3% |
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