+7.6%
MOS vs DD
+87.9%
-80.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.6% |
| 7D | +21.6% | +4.6% | +17.0% | +16.9% |
| 30D | +12.0% | +11.8% | +0.2% | +3.0% |
| 3M | -3.9% | +2.2% | -6.0% | -6.4% |
| 6M | -3.3% | -1.6% | -1.7% | -3.8% |
| YTD | -4.6% | +23.0% | -27.6% | -19.2% |
| 1Y | -7.0% | +26.9% | -33.9% | -22.9% |
| 3Y | -24.4% | +77.9% | -102.3% | -53.5% |
| 5Y | -32.1% | +59.9% | -92.0% | -56.3% |
| All | +7.6% | +87.9% | -80.3% | -50.7% |
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