+5.5%
MOS vs DBX
+15.6%
-10.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.0% | -3.3% | +1.3% | -1.3% |
| 30D | +15.3% | -5.9% | +21.2% | +16.8% |
| 3M | +1.5% | -6.7% | +8.2% | +2.7% |
| 6M | -2.0% | +28.0% | -30.0% | -8.8% |
| YTD | -6.5% | +20.6% | -27.1% | -12.5% |
| 1Y | -11.1% | +10.3% | -21.4% | -14.8% |
| 3Y | -30.3% | +24.0% | -54.3% | -37.1% |
| 5Y | -33.5% | +24.2% | -57.7% | -41.4% |
| All | +5.5% | +15.6% | -10.2% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling