-1.6%
MOS vs DAR
+269.9%
-271.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.9% |
| 7D | +24.8% | -3.8% | +28.6% | +26.8% |
| 30D | +22.7% | -14.4% | +37.1% | +31.9% |
| 3M | -1.2% | -17.9% | +16.7% | +7.9% |
| 6M | +5.5% | -18.3% | +23.8% | +14.2% |
| YTD | -2.0% | +43.2% | -45.2% | -20.8% |
| 1Y | -7.9% | +57.7% | -65.6% | -29.5% |
| 3Y | -25.0% | +22.7% | -47.7% | -39.8% |
| 5Y | -27.7% | -34.0% | +6.3% | -20.7% |
| 10Y | -1.6% | +279.5% | -281.0% | -63.7% |
| All | -1.6% | +269.9% | -271.5% | -63.7% |
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