+57.1%
DIA vs MOS
-31.8%
+88.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +1.9% |
| 7D | +0.8% | +19.7% | -18.9% | -1.6% |
| 30D | +1.4% | +21.5% | -20.1% | -1.2% |
| 3M | -2.7% | -0.4% | -2.3% | -3.0% |
| 6M | +6.2% | +4.5% | +1.7% | +4.8% |
| YTD | +10.1% | -2.9% | +13.0% | +8.9% |
| 1Y | +13.0% | -7.7% | +20.7% | +12.4% |
| 3Y | +61.9% | -25.6% | +87.5% | +62.6% |
| 5Y | +57.1% | -31.2% | +88.2% | +48.0% |
| All | +57.1% | -31.8% | +88.9% | +48.0% |
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