+0.6%
MOS vs DD
+99.0%
-98.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | +5.5% | +3.2% | +2.2% | +3.0% |
| 30D | +21.0% | +20.3% | +0.7% | +5.9% |
| 3M | -0.5% | +8.2% | -8.6% | -6.7% |
| 6M | +6.6% | +3.4% | +3.2% | +2.7% |
| YTD | -2.8% | +30.6% | -33.4% | -20.9% |
| 1Y | -8.1% | +30.6% | -38.7% | -25.3% |
| 3Y | -25.6% | +91.1% | -116.7% | -56.4% |
| 5Y | -29.8% | +68.6% | -98.3% | -56.3% |
| 10Y | +0.6% | +99.9% | -99.3% | -55.0% |
| All | +0.6% | +99.0% | -98.4% | -55.0% |
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