+117.6%
DT vs MOS
+18.6%
+99.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | -3.3% | +9.5% | -12.8% | -5.0% |
| 30D | +2.0% | +10.4% | -8.4% | 0.0% |
| 3M | +20.0% | +12.9% | +7.1% | +16.8% |
| 6M | +39.3% | +1.2% | +38.0% | +37.2% |
| YTD | +19.8% | +9.3% | +10.4% | +15.7% |
| 1Y | +4.3% | -18.0% | +22.3% | +6.3% |
| 3Y | +7.7% | -29.0% | +36.7% | +10.5% |
| 5Y | -26.8% | -9.6% | -17.2% | -32.3% |
| All | +117.6% | +18.6% | +99.0% | +78.2% |
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 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