-28.3%
MOS vs DAR
+6.3%
-34.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +9.5% | +1.4% | +8.2% | +9.1% |
| 30D | +10.4% | +12.8% | -2.4% | +6.1% |
| 3M | +12.9% | +7.4% | +5.5% | +9.7% |
| 6M | +1.2% | +22.3% | -21.0% | -5.7% |
| YTD | +9.3% | +81.1% | -71.8% | -9.9% |
| 1Y | -18.0% | +106.5% | -124.5% | -35.3% |
| All | -28.3% | +6.3% | -34.6% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling