-32.8%
MOS vs DAR
-41.1%
+8.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +21.6% | -9.9% | +31.5% | +26.2% |
| 30D | +12.0% | -16.4% | +28.3% | +19.5% |
| 3M | -3.9% | -17.1% | +13.2% | +2.4% |
| 6M | -3.3% | -20.5% | +17.2% | +4.0% |
| YTD | -4.6% | +39.4% | -44.1% | -18.2% |
| 1Y | -7.0% | +57.2% | -64.2% | -24.1% |
| 3Y | -24.4% | +13.9% | -38.3% | -33.3% |
| All | -32.8% | -41.1% | +8.3% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling