+83.2%
DT vs MOS
+3.3%
+79.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.3% | -9.9% | -7.2% |
| 7D | -28.3% | +22.5% | -50.8% | -31.1% |
| 30D | -28.4% | +6.6% | -35.1% | -29.5% |
| 3M | -14.1% | -3.8% | -10.3% | -14.1% |
| 6M | +13.2% | -2.2% | +15.4% | +12.2% |
| YTD | +0.8% | -4.8% | +5.6% | -0.6% |
| 1Y | -7.8% | -11.7% | +3.9% | -7.8% |
| 3Y | -8.3% | -26.5% | +18.2% | -7.3% |
| 5Y | -42.7% | -32.2% | -10.5% | -43.8% |
| All | +83.2% | +3.3% | +79.9% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling