-25.6%
MOS vs DD
+90.7%
-116.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.0% | -0.5% |
| 7D | +19.7% | +9.8% | +9.9% | +14.5% |
| 30D | +21.5% | +19.3% | +2.2% | +12.2% |
| 3M | -0.4% | +9.4% | -9.8% | -4.7% |
| 6M | +4.5% | +4.8% | -0.3% | +1.7% |
| YTD | -2.9% | +30.2% | -33.1% | -13.9% |
| 1Y | -7.7% | +32.2% | -39.9% | -18.7% |
| 3Y | -25.6% | +93.1% | -118.7% | -50.5% |
| All | -25.6% | +90.7% | -116.3% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling