-18.0%
MOS vs DG
+23.4%
-41.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | +9.5% | +8.4% | +1.1% | +8.3% |
| 30D | +10.4% | +4.9% | +5.5% | +9.6% |
| 3M | +12.9% | +29.3% | -16.5% | +8.4% |
| 6M | +1.2% | -11.3% | +12.5% | +2.7% |
| YTD | +9.3% | +1.8% | +7.6% | +7.3% |
| 1Y | -18.0% | +25.3% | -43.3% | -22.1% |
| All | -18.0% | +23.4% | -41.4% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling