+41.5%
DRAM vs MOS
-15.5%
+57.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.0% | +6.2% |
| 7D | -18.2% | +21.6% | -39.8% | -20.3% |
| 30D | -34.5% | +12.0% | -46.5% | -34.9% |
| 3M | -23.6% | -3.9% | -19.7% | -20.1% |
| 6M | -19.3% | -3.3% | -16.0% | -15.1% |
| All | +41.5% | -15.5% | +57.0% | +54.9% |
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