-1.4%
DOW vs MOS
-6.5%
+5.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.7% |
| 7D | -0.5% | +5.5% | -5.9% | -2.6% |
| 30D | +15.7% | +21.0% | -5.2% | +6.2% |
| 3M | +5.3% | -0.5% | +5.8% | +3.7% |
| 6M | -14.2% | +6.6% | -20.8% | -18.9% |
| YTD | +43.9% | -2.8% | +46.7% | +40.1% |
| 1Y | +53.1% | -8.1% | +61.1% | +51.9% |
| 3Y | -21.8% | -25.6% | +3.8% | -18.3% |
| 5Y | -28.3% | -29.8% | +1.4% | -31.6% |
| All | -1.4% | -6.5% | +5.1% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling