-7.6%
DT vs MOS
-26.7%
+19.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.3% | -9.9% | -6.8% |
| 7D | -28.3% | +22.5% | -50.8% | -29.6% |
| 30D | -28.4% | +6.6% | -35.1% | -28.9% |
| 3M | -14.1% | -3.8% | -10.3% | -14.0% |
| 6M | +13.2% | -2.2% | +15.4% | +12.8% |
| YTD | +0.8% | -4.8% | +5.6% | +0.1% |
| 1Y | -7.8% | -11.7% | +3.9% | -7.5% |
| All | -7.6% | -26.7% | +19.1% | -7.7% |
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