-37.4%
DOW vs MOS
-8.7%
-28.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.5% |
| 7D | -2.4% | +9.5% | -11.9% | -5.1% |
| 30D | +0.4% | +10.4% | -10.0% | -2.8% |
| 3M | -14.4% | +12.9% | -27.3% | -18.2% |
| 6M | -7.0% | +1.2% | -8.2% | -8.6% |
| YTD | +30.2% | +9.3% | +20.9% | +25.0% |
| 1Y | +29.2% | -18.0% | +47.2% | +35.0% |
| 3Y | -36.7% | -29.0% | -7.7% | -33.6% |
| All | -37.4% | -8.7% | -28.7% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling