+7.6%
MOS vs DBX
+19.5%
-11.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.8% |
| 7D | +21.6% | -4.4% | +26.0% | +22.9% |
| 30D | +12.0% | +4.8% | +7.2% | +10.7% |
| 3M | -3.9% | +0.3% | -4.2% | -4.4% |
| 6M | -3.3% | +40.4% | -43.7% | -12.4% |
| YTD | -4.6% | +24.7% | -29.3% | -11.3% |
| 1Y | -7.0% | +20.9% | -27.9% | -12.9% |
| 3Y | -24.4% | +34.5% | -58.9% | -33.1% |
| 5Y | -32.1% | +24.6% | -56.7% | -40.1% |
| All | +7.6% | +19.5% | -11.9% | -15.6% |
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