-10.8%
DOW vs MOS
+5.1%
-15.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.6% |
| 7D | -2.4% | +9.5% | -11.9% | -5.9% |
| 30D | +0.4% | +10.4% | -10.0% | -3.7% |
| 3M | -14.4% | +12.9% | -27.3% | -19.4% |
| 6M | -7.0% | +1.2% | -8.2% | -9.5% |
| YTD | +30.2% | +9.3% | +20.9% | +22.8% |
| 1Y | +29.2% | -18.0% | +47.2% | +36.0% |
| 3Y | -36.7% | -29.0% | -7.7% | -31.9% |
| 5Y | -37.7% | -9.6% | -28.1% | -46.6% |
| All | -10.8% | +5.1% | -15.9% | -34.5% |
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 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