-6.2%
DOW vs MOS
-6.7%
+0.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.1% |
| 7D | -9.4% | +19.7% | -29.1% | -16.3% |
| 30D | +8.9% | +21.5% | -12.6% | -0.2% |
| 3M | +6.7% | -0.4% | +7.2% | +5.1% |
| 6M | -14.2% | +4.5% | -18.7% | -18.2% |
| YTD | +36.9% | -2.9% | +39.8% | +33.3% |
| 1Y | +45.8% | -7.7% | +53.5% | +44.5% |
| 3Y | -23.9% | -25.6% | +1.7% | -20.5% |
| 5Y | -30.8% | -31.2% | +0.4% | -33.4% |
| All | -6.2% | -6.7% | +0.4% | -28.8% |
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