+2.8%
MOS vs DAR
+288.2%
-285.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.8% | -0.5% |
| 7D | +19.7% | -2.8% | +22.4% | +21.0% |
| 30D | +21.5% | -12.8% | +34.3% | +29.5% |
| 3M | -0.4% | -11.6% | +11.2% | +4.6% |
| 6M | +4.5% | -16.8% | +21.3% | +12.1% |
| YTD | -2.9% | +45.9% | -48.8% | -22.3% |
| 1Y | -7.7% | +61.5% | -69.2% | -30.1% |
| 3Y | -25.6% | +23.0% | -48.6% | -40.2% |
| 5Y | -31.2% | -35.8% | +4.7% | -22.9% |
| 10Y | +2.8% | +280.4% | -277.6% | -62.1% |
| All | +2.8% | +288.2% | -285.4% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling