+62.5%
DRAM vs MOS
-18.3%
+80.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +17.4% | -22.7% | -7.4% |
| 7D | -16.6% | +17.9% | -34.6% | -18.7% |
| 30D | -26.9% | +1.6% | -28.4% | -25.6% |
| 3M | -17.8% | -4.0% | -13.8% | -14.8% |
| 6M | +6.2% | -4.1% | +10.3% | +10.5% |
| All | +62.5% | -18.3% | +80.8% | +78.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling