+10.6%
MOS vs DBX
+11.7%
-1.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | +24.8% | -7.3% | +32.1% | +27.0% |
| 30D | +22.7% | -5.7% | +28.4% | +24.2% |
| 3M | -1.2% | -6.3% | +5.1% | -0.3% |
| 6M | +5.5% | +12.1% | -6.6% | +1.4% |
| YTD | -2.0% | +16.5% | -18.5% | -7.5% |
| 1Y | -7.9% | +6.1% | -14.0% | -11.0% |
| 3Y | -25.0% | +21.8% | -46.7% | -32.0% |
| 5Y | -27.7% | +19.1% | -46.9% | -35.7% |
| All | +10.6% | +11.7% | -1.1% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling