-9.6%
MOS vs DAR
-11.0%
+1.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +9.5% | +1.4% | +8.2% | +9.0% |
| 30D | +10.4% | +12.8% | -2.4% | +4.7% |
| 3M | +12.9% | +7.4% | +5.5% | +8.6% |
| 6M | +1.2% | +22.3% | -21.0% | -7.8% |
| YTD | +9.3% | +81.1% | -71.8% | -15.2% |
| 1Y | -18.0% | +106.5% | -124.5% | -40.3% |
| 3Y | -29.0% | +5.3% | -34.3% | -32.9% |
| All | -9.6% | -11.0% | +1.4% | -8.0% |
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