-9.6%
MOS vs DBX
+7.0%
-16.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.9% |
| 7D | +9.5% | -2.4% | +12.0% | +10.0% |
| 30D | +10.4% | -0.5% | +10.9% | +10.3% |
| 3M | +12.9% | +28.1% | -15.2% | +6.9% |
| 6M | +1.2% | +33.1% | -31.8% | -5.8% |
| YTD | +9.3% | +25.3% | -16.0% | +3.2% |
| 1Y | -18.0% | +18.3% | -36.3% | -21.6% |
| 3Y | -29.0% | +25.0% | -54.0% | -35.2% |
| All | -9.6% | +7.0% | -16.5% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling