+1,635.0%
DIS vs MOS
+122.8%
+1,512.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.7% | -2.1% |
| 7D | +5.7% | +22.5% | -16.8% | +1.3% |
| 30D | +12.7% | +6.6% | +6.0% | +10.8% |
| 3M | +15.2% | -3.8% | +19.0% | +15.3% |
| 6M | +17.6% | -2.2% | +19.8% | +16.7% |
| YTD | +3.8% | -4.8% | +8.6% | +2.7% |
| 1Y | +6.8% | -11.7% | +18.5% | +7.0% |
| 3Y | +42.1% | -26.5% | +68.6% | +44.8% |
| 5Y | -31.2% | -32.2% | +1.0% | -31.0% |
| 10Y | +37.6% | +10.2% | +27.4% | +14.2% |
| All | +1,635.0% | +122.8% | +1,512.2% | +856.4% |
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