+51.9%
DOW vs MOS
-16.2%
+68.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +17.4% | -20.6% | -6.8% |
| 7D | -4.2% | +17.9% | -22.1% | -7.9% |
| 30D | +14.7% | +1.6% | +13.1% | +14.9% |
| 3M | +9.1% | -4.0% | +13.1% | +10.7% |
| 6M | -17.7% | -4.1% | -13.5% | -16.8% |
| YTD | +44.6% | -7.8% | +52.4% | +49.5% |
| 1Y | +51.9% | -15.6% | +67.5% | +65.6% |
| All | +51.9% | -16.2% | +68.1% | +65.6% |
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 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