-39.7%
DT vs MOS
-29.3%
-10.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.8% |
| 7D | -5.4% | +5.5% | -10.9% | -6.1% |
| 30D | -32.2% | +21.0% | -53.2% | -34.0% |
| 3M | -10.9% | -0.5% | -10.5% | -11.3% |
| 6M | +10.0% | +6.6% | +3.4% | +8.1% |
| YTD | +2.1% | -2.8% | +4.8% | +0.8% |
| 1Y | -5.5% | -8.1% | +2.6% | -5.9% |
| 3Y | -12.4% | -25.6% | +13.2% | -11.7% |
| 5Y | -39.7% | -29.8% | -9.9% | -49.7% |
| All | -39.7% | -29.3% | -10.4% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling