-29.5%
DOW vs MOS
-32.4%
+2.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -9.5% | +21.6% | -31.1% | -15.0% |
| 30D | +13.1% | +12.0% | +1.1% | +8.6% |
| 3M | +4.8% | -3.9% | +8.7% | +5.1% |
| 6M | -16.7% | -3.3% | -13.3% | -17.3% |
| YTD | +38.9% | -4.6% | +43.5% | +37.9% |
| 1Y | +48.3% | -7.0% | +55.3% | +48.1% |
| 3Y | -24.4% | -24.4% | +0.1% | -21.8% |
| All | -29.5% | -32.4% | +2.8% | -32.5% |
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