-4.9%
DOW vs MOS
-8.3%
+3.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -9.5% | +21.6% | -31.1% | -16.9% |
| 30D | +13.1% | +12.0% | +1.1% | +6.9% |
| 3M | +4.8% | -3.9% | +8.7% | +4.7% |
| 6M | -16.7% | -3.3% | -13.3% | -18.0% |
| YTD | +38.9% | -4.6% | +43.5% | +36.2% |
| 1Y | +48.3% | -7.0% | +55.3% | +46.4% |
| 3Y | -24.4% | -24.4% | +0.1% | -21.5% |
| 5Y | -29.2% | -32.1% | +2.9% | -31.5% |
| All | -4.9% | -8.3% | +3.5% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling