-34.4%
MOS vs DAR
-27.0%
-7.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -2.0% | +11.6% | -13.5% | -6.1% |
| 30D | +15.3% | -10.2% | +25.6% | +19.7% |
| 3M | +1.5% | -14.8% | +16.3% | +7.2% |
| 6M | -2.0% | -10.1% | +8.1% | +0.5% |
| YTD | -6.5% | +55.5% | -62.1% | -23.2% |
| 1Y | -11.1% | +61.7% | -72.7% | -28.1% |
| 3Y | -30.3% | +37.2% | -67.4% | -43.1% |
| All | -34.4% | -27.0% | -7.4% | -27.8% |
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