-6.3%
MOS vs DD
+97.1%
-103.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | -2.0% | +5.0% | -6.9% | -5.1% |
| 30D | +15.3% | +19.7% | -4.4% | +1.2% |
| 3M | +1.5% | +7.2% | -5.7% | -4.3% |
| 6M | -2.0% | +1.0% | -3.0% | -4.1% |
| YTD | -6.5% | +29.1% | -35.6% | -23.3% |
| 1Y | -11.1% | +28.5% | -39.5% | -26.9% |
| 3Y | -30.3% | +89.4% | -119.7% | -58.9% |
| 5Y | -33.5% | +67.1% | -100.7% | -58.4% |
| All | -6.3% | +97.1% | -103.5% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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