-24.5%
MOS vs DD
+76.0%
-100.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.1% | +4.8% |
| 7D | +22.5% | +3.1% | +19.4% | +20.2% |
| 30D | +6.6% | +8.7% | -2.1% | +2.3% |
| 3M | -3.8% | -1.2% | -2.6% | -4.0% |
| 6M | -2.2% | -1.1% | -1.1% | -2.7% |
| YTD | -4.8% | +21.7% | -26.4% | -13.3% |
| 1Y | -11.7% | +24.0% | -35.8% | -20.2% |
| All | -24.5% | +76.0% | -100.6% | -45.4% |
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