+141.9%
DKNG vs MOS
+19.2%
+122.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | -6.4% | +10.9% | -17.3% | -8.6% |
| 3M | -17.6% | +29.2% | -46.9% | -22.8% |
| 6M | -5.7% | -2.3% | -3.4% | -6.5% |
| YTD | -31.2% | +8.3% | -39.5% | -33.6% |
| 1Y | -48.1% | -21.2% | -26.9% | -46.2% |
| 3Y | -25.6% | -25.9% | +0.4% | -24.2% |
| 5Y | -62.0% | -9.4% | -52.7% | -63.2% |
| All | +141.9% | +19.2% | +122.8% | +89.0% |
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 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