+54.4%
DLR vs MOS
-28.2%
+82.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | +3.3% | -2.0% | +5.3% | +3.5% |
| 30D | +4.6% | +15.3% | -10.7% | +2.7% |
| 3M | -8.3% | +1.5% | -9.8% | -8.8% |
| 6M | -5.6% | -2.0% | -3.7% | -6.0% |
| YTD | +18.7% | -6.5% | +25.2% | +17.6% |
| 1Y | +17.1% | -11.1% | +28.2% | +16.6% |
| 3Y | +54.4% | -30.3% | +84.6% | +58.5% |
| All | +54.4% | -28.2% | +82.5% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling