+6.4%
DLR vs MOS
-11.3%
+17.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.6% | +21.6% | -25.2% | -4.6% |
| 30D | -3.5% | +12.0% | -15.4% | -4.3% |
| 3M | -8.9% | -3.9% | -5.0% | -9.1% |
| 6M | -11.6% | -3.3% | -8.3% | -12.0% |
| YTD | +14.9% | -4.6% | +19.5% | +15.1% |
| 1Y | +6.4% | -7.0% | +13.4% | +6.3% |
| All | +6.4% | -11.3% | +17.8% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling