+3,551.7%
DLR vs MOS
+102.8%
+3,448.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +17.4% | -14.8% | -0.7% |
| 7D | +2.8% | +17.9% | -15.1% | -0.6% |
| 30D | +2.8% | +1.6% | +1.2% | +2.1% |
| 3M | -4.0% | -4.0% | 0.0% | -3.9% |
| 6M | -5.6% | -4.1% | -1.5% | -5.9% |
| YTD | +21.9% | -7.8% | +29.7% | +21.3% |
| 1Y | +13.0% | -15.6% | +28.6% | +14.0% |
| 3Y | +52.2% | -28.9% | +81.1% | +55.4% |
| 5Y | +40.3% | -36.8% | +77.1% | +40.2% |
| 10Y | +186.1% | +6.7% | +179.4% | +122.2% |
| All | +3,551.7% | +102.8% | +3,448.9% | +1,948.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling