+1,171.8%
DVN vs MOS
+155.8%
+1,016.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.0% |
| 7D | +1.5% | +9.5% | -8.0% | -1.8% |
| 30D | +14.2% | +10.4% | +3.8% | +9.9% |
| 3M | +5.2% | +12.9% | -7.6% | -0.8% |
| 6M | +11.9% | +1.2% | +10.6% | +7.9% |
| YTD | +32.8% | +9.3% | +23.5% | +24.3% |
| 1Y | +38.6% | -18.0% | +56.6% | +43.2% |
| 3Y | +0.5% | -29.0% | +29.6% | +6.4% |
| 5Y | +111.0% | -9.6% | +120.6% | +103.8% |
| 10Y | +56.1% | +6.1% | +50.1% | +38.8% |
| All | +1,171.8% | +155.8% | +1,016.0% | +860.9% |
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