-9.6%
MOS vs DD
+61.3%
-70.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.2% |
| 7D | +9.5% | -3.5% | +13.0% | +11.4% |
| 30D | +10.4% | -10.3% | +20.7% | +16.1% |
| 3M | +12.9% | -7.5% | +20.4% | +17.1% |
| 6M | +1.2% | -8.0% | +9.2% | +4.6% |
| YTD | +9.3% | +10.5% | -1.2% | +3.5% |
| 1Y | -18.0% | +38.3% | -56.3% | -30.6% |
| 3Y | -29.0% | +42.5% | -71.5% | -42.4% |
| All | -9.6% | +61.3% | -70.9% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling