-30.8%
MOS vs DBX
+26.5%
-57.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.6% | -4.7% |
| 7D | -2.6% | -6.3% | +3.7% | -2.0% |
| 30D | +13.5% | -5.9% | +19.3% | +14.0% |
| 3M | -2.9% | -0.4% | -2.5% | -3.1% |
| 6M | -1.0% | +29.8% | -30.8% | -4.4% |
| YTD | -7.2% | +20.5% | -27.7% | -9.4% |
| 1Y | -11.4% | +8.7% | -20.1% | -11.7% |
| All | -30.8% | +26.5% | -57.3% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling