+31.9%
DIS vs MOS
-3.5%
+35.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.9% | -2.0% | +3.9% | +2.3% |
| 30D | +9.2% | +15.3% | -6.2% | +5.4% |
| 3M | +13.5% | +1.5% | +12.0% | +12.3% |
| 6M | +14.3% | -2.0% | +16.3% | +13.3% |
| YTD | +5.4% | -6.5% | +11.9% | +4.4% |
| 1Y | +12.2% | -11.1% | +23.2% | +12.1% |
| 3Y | +37.2% | -30.3% | +67.4% | +41.5% |
| 5Y | -23.1% | -33.5% | +10.4% | -23.0% |
| All | +31.9% | -3.5% | +35.3% | +1.5% |
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