+160.5%
DLR vs MOS
+5.8%
+154.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +1.6% | +9.5% | -8.0% | +0.8% |
| 30D | -3.4% | +10.4% | -13.8% | -4.2% |
| 3M | +0.5% | +12.9% | -12.4% | -0.8% |
| 6M | +4.6% | +1.2% | +3.3% | +3.9% |
| YTD | +23.4% | +9.3% | +14.1% | +21.6% |
| 1Y | +19.0% | -18.0% | +37.0% | +20.1% |
| 3Y | +56.5% | -29.0% | +85.6% | +58.2% |
| 5Y | +33.3% | -9.6% | +42.9% | +31.1% |
| All | +160.5% | +5.8% | +154.6% | +149.6% |
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