+113.6%
MOS vs DAR
+1,762.6%
-1,648.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | +9.5% | +1.4% | +8.2% | +9.3% |
| 30D | +10.4% | +12.8% | -2.4% | +8.4% |
| 3M | +12.9% | +7.4% | +5.5% | +11.4% |
| 6M | +1.2% | +22.3% | -21.0% | -1.8% |
| YTD | +9.3% | +81.1% | -71.8% | +0.4% |
| 1Y | -18.0% | +106.5% | -124.5% | -26.2% |
| 3Y | -29.0% | +5.3% | -34.3% | -30.9% |
| 5Y | -9.6% | -11.5% | +2.0% | -10.1% |
| 10Y | +6.1% | +353.3% | -347.3% | -12.1% |
| All | +113.6% | +1,762.6% | -1,648.9% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling