-11.4%
MOS vs DAR
+59.8%
-71.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.7% | -5.1% |
| 7D | -2.6% | +9.2% | -11.7% | -5.0% |
| 30D | +13.5% | -12.3% | +25.7% | +18.8% |
| 3M | -2.9% | -12.7% | +9.8% | +1.4% |
| 6M | -1.0% | -12.8% | +11.8% | +4.6% |
| YTD | -7.2% | +53.8% | -61.0% | -31.9% |
| 1Y | -11.4% | +60.3% | -71.7% | -36.4% |
| All | -11.4% | +59.8% | -71.2% | -36.4% |
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