-8.1%
MOS vs DAR
+65.2%
-73.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -2.2% |
| 7D | +5.5% | +3.6% | +1.9% | +4.3% |
| 30D | +21.0% | -11.3% | +32.2% | +25.9% |
| 3M | -0.5% | -13.1% | +12.7% | +3.8% |
| 6M | +6.6% | -15.1% | +21.7% | +13.7% |
| YTD | -2.8% | +50.5% | -53.3% | -28.2% |
| 1Y | -8.1% | +57.9% | -66.0% | -33.5% |
| All | -8.1% | +65.2% | -73.3% | -33.5% |
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