+1,086.5%
DIA vs MOS
+8.0%
+1,078.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.3% | -6.8% | -4.1% |
| 7D | -1.6% | +22.5% | -24.1% | -5.5% |
| 30D | 0.0% | +6.6% | -6.7% | -1.6% |
| 3M | -4.9% | -3.8% | -1.1% | -4.9% |
| 6M | +5.0% | -2.2% | +7.2% | +4.3% |
| YTD | +8.2% | -4.8% | +13.0% | +6.9% |
| 1Y | +10.3% | -11.7% | +22.0% | +10.3% |
| 3Y | +58.4% | -26.5% | +84.9% | +60.5% |
| 5Y | +54.3% | -32.2% | +86.5% | +52.7% |
| 10Y | +248.6% | +10.2% | +238.4% | +186.6% |
| All | +1,086.5% | +8.0% | +1,078.5% | +640.8% |
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