+2.8%
MOS vs DD
+105.4%
-102.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.0% | -2.0% |
| 7D | +19.7% | +9.8% | +9.9% | +11.3% |
| 30D | +21.5% | +19.3% | +2.2% | +6.9% |
| 3M | -0.4% | +9.4% | -9.8% | -7.4% |
| 6M | +4.5% | +4.8% | -0.3% | -0.2% |
| YTD | -2.9% | +30.2% | -33.1% | -20.8% |
| 1Y | -7.7% | +32.2% | -39.9% | -25.6% |
| 3Y | -25.6% | +93.1% | -118.7% | -56.8% |
| 5Y | -31.2% | +68.0% | -99.2% | -57.1% |
| 10Y | +2.8% | +98.5% | -95.6% | -55.2% |
| All | +2.8% | +105.4% | -102.5% | -55.2% |
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