+32.3%
DLR vs MOS
-33.6%
+66.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.8% |
| 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% | +18.0% |
| 1Y | +17.1% | -11.1% | +28.2% | +16.9% |
| 3Y | +54.4% | -30.3% | +84.6% | +56.6% |
| All | +32.3% | -33.6% | +66.0% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling