-3.4%
DT vs MOS
-11.5%
+8.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +1.6% |
| 7D | +2.7% | -2.6% | +5.3% | +2.8% |
| 30D | -30.4% | +13.5% | -43.8% | -30.6% |
| 3M | -9.4% | -2.9% | -6.5% | -9.6% |
| 6M | +14.5% | -1.0% | +15.5% | +14.2% |
| YTD | +3.6% | -7.2% | +10.8% | +2.5% |
| 1Y | -3.4% | -11.4% | +8.0% | -2.8% |
| All | -3.4% | -11.5% | +8.1% | -2.8% |
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