+1,129.1%
DIA vs MOS
+24.0%
+1,105.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| YTD | +12.1% | +9.3% | +2.8% | +8.5% |
| 1Y | +18.6% | -18.0% | +36.6% | +20.7% |
| 3Y | +60.6% | -29.0% | +89.7% | +64.5% |
| 5Y | +64.4% | -9.6% | +74.0% | +54.3% |
| 10Y | +250.1% | +6.1% | +244.0% | +191.0% |
| All | +1,129.1% | +24.0% | +1,105.1% | +651.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling