-27.7%
MOS vs DD
+70.0%
-97.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.4% |
| 7D | +24.8% | +2.2% | +22.6% | +23.2% |
| 30D | +22.7% | +20.7% | +2.0% | +11.2% |
| 3M | -1.2% | +11.3% | -12.5% | -7.0% |
| 6M | +5.5% | +6.0% | -0.4% | +1.7% |
| YTD | -2.0% | +31.7% | -33.7% | -15.6% |
| 1Y | -7.9% | +32.2% | -40.2% | -21.0% |
| 3Y | -25.0% | +92.7% | -117.7% | -48.9% |
| 5Y | -27.7% | +72.1% | -99.9% | -50.6% |
| All | -27.7% | +70.0% | -97.7% | -50.6% |
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