-27.5%
DOW vs MOS
-33.6%
+6.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | +5.2% | -2.0% | +7.2% | +5.7% |
| 30D | +13.2% | +15.3% | -2.1% | +7.6% |
| 3M | +10.1% | +1.5% | +8.6% | +8.4% |
| 6M | -13.1% | -2.0% | -11.1% | -14.3% |
| YTD | +46.1% | -6.5% | +52.6% | +45.8% |
| 1Y | +50.0% | -11.1% | +61.1% | +51.8% |
| 3Y | -20.2% | -30.3% | +10.0% | -15.8% |
| All | -27.5% | -33.6% | +6.1% | -30.6% |
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