-15.6%
MOS vs DAR
+63.3%
-78.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -2.5% | +19.8% | +18.1% |
| 7D | +17.9% | -5.7% | +23.6% | +20.0% |
| 30D | +1.6% | -16.6% | +18.1% | +7.9% |
| 3M | -4.0% | -13.1% | +9.1% | -0.4% |
| 6M | -4.1% | -18.8% | +14.6% | +3.8% |
| YTD | -7.8% | +45.3% | -53.1% | -30.3% |
| 1Y | -15.6% | +60.6% | -76.2% | -39.1% |
| All | -15.6% | +63.3% | -78.9% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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