-15.6%
MOS vs DG
+45.3%
-60.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +8.5% | +8.9% | +15.7% |
| 7D | +17.9% | +12.3% | +5.7% | +16.0% |
| 30D | +1.6% | +19.3% | -17.7% | -1.2% |
| 3M | -4.0% | +11.9% | -15.8% | -5.9% |
| 6M | -4.1% | +25.0% | -29.1% | -7.7% |
| YTD | -7.8% | +8.7% | -16.5% | -10.9% |
| 1Y | -15.6% | +44.7% | -60.3% | -26.8% |
| All | -15.6% | +45.3% | -60.8% | -26.8% |
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