-32.2%
MOS vs DAR
-40.1%
+7.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.3% | +4.4% |
| 7D | +22.5% | -8.1% | +30.6% | +26.1% |
| 30D | +6.6% | -17.1% | +23.8% | +14.2% |
| 3M | -3.8% | -12.3% | +8.5% | +0.2% |
| 6M | -2.2% | -21.8% | +19.6% | +5.9% |
| YTD | -4.8% | +40.8% | -45.6% | -18.6% |
| 1Y | -11.7% | +57.4% | -69.1% | -27.9% |
| 3Y | -26.5% | +12.1% | -38.6% | -34.5% |
| 5Y | -32.2% | -40.2% | +8.0% | -16.1% |
| All | -32.2% | -40.1% | +7.9% | -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