+249.2%
DIA vs MOS
+5.8%
+243.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -0.2% | +9.5% | -9.7% | -1.9% |
| 30D | -1.5% | +10.4% | -11.9% | -3.5% |
| 3M | +3.8% | +12.9% | -9.1% | +0.9% |
| 6M | +10.3% | +1.2% | +9.0% | +8.6% |
| YTD | +12.1% | +9.3% | +2.8% | +8.4% |
| 1Y | +18.6% | -18.0% | +36.6% | +20.9% |
| 3Y | +60.6% | -29.0% | +89.7% | +64.7% |
| 5Y | +64.4% | -9.6% | +74.0% | +51.2% |
| All | +249.2% | +5.8% | +243.4% | +178.1% |
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