+49.5%
DOW vs MOS
-7.8%
+57.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | -6.8% | +24.8% | -31.6% | -11.4% |
| 30D | +10.8% | +22.7% | -11.9% | +5.7% |
| 3M | +4.1% | -1.2% | +5.4% | +5.4% |
| 6M | -12.7% | +5.5% | -18.3% | -14.2% |
| YTD | +39.2% | -2.0% | +41.2% | +42.2% |
| 1Y | +49.5% | -7.9% | +57.4% | +59.4% |
| All | +49.5% | -7.8% | +57.2% | +59.4% |
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