+177.5%
DLR vs MOS
+6.2%
+171.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.6% | +3.2% |
| 7D | +2.4% | +19.7% | -17.3% | +0.7% |
| 30D | +0.7% | +21.5% | -20.8% | -1.1% |
| 3M | -6.4% | -0.4% | -6.0% | -6.7% |
| 6M | -6.5% | +4.5% | -11.1% | -7.3% |
| YTD | +18.8% | -2.9% | +21.7% | +18.0% |
| 1Y | +9.0% | -7.7% | +16.8% | +8.7% |
| 3Y | +54.5% | -25.6% | +80.1% | +55.5% |
| 5Y | +35.8% | -31.2% | +67.0% | +36.3% |
| 10Y | +177.5% | +2.8% | +174.6% | +158.1% |
| All | +177.5% | +6.2% | +171.3% | +158.1% |
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