+44.5%
DVN vs MOS
-18.2%
+62.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.4% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | +10.2% | +10.9% | -0.7% | +8.7% |
| 3M | +8.1% | +29.2% | -21.1% | +4.0% |
| 6M | +15.9% | -2.3% | +18.2% | +16.5% |
| YTD | +38.2% | +8.3% | +29.9% | +33.5% |
| 1Y | +44.5% | -21.2% | +65.7% | +57.1% |
| All | +44.5% | -18.2% | +62.7% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling