-10.9%
DT vs MOS
-24.9%
+14.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.1% |
| 7D | -20.2% | +19.7% | -39.9% | -21.5% |
| 30D | -30.8% | +21.5% | -52.3% | -32.0% |
| 3M | -10.2% | -0.4% | -9.8% | -10.4% |
| 6M | +8.0% | +4.5% | +3.5% | +7.1% |
| YTD | +1.5% | -2.9% | +4.4% | +0.6% |
| 1Y | -6.9% | -7.7% | +0.8% | -7.0% |
| 3Y | -10.9% | -25.6% | +14.7% | -11.2% |
| All | -10.9% | -24.9% | +14.0% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling