+162.4%
DLR vs MOS
+8.6%
+153.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.6% | +21.6% | -25.2% | -5.3% |
| 30D | -3.5% | +12.0% | -15.4% | -4.6% |
| 3M | -8.9% | -3.9% | -5.0% | -8.9% |
| 6M | -11.6% | -3.3% | -8.3% | -11.7% |
| YTD | +14.9% | -4.6% | +19.5% | +14.3% |
| 1Y | +6.4% | -7.0% | +13.4% | +6.0% |
| 3Y | +47.3% | -24.4% | +71.7% | +48.1% |
| 5Y | +32.8% | -32.1% | +64.9% | +33.5% |
| All | +162.4% | +8.6% | +153.8% | +148.0% |
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