+0.6%
MOS vs DG
+111.9%
-111.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +5.5% | -3.0% | +8.4% | +6.1% |
| 30D | +21.0% | +8.6% | +12.3% | +18.9% |
| 3M | -0.5% | +15.0% | -15.5% | -3.4% |
| 6M | +6.6% | +32.7% | -26.1% | +0.2% |
| YTD | -2.8% | +5.5% | -8.3% | -4.8% |
| 1Y | -8.1% | +34.6% | -42.7% | -14.7% |
| 3Y | -25.6% | +24.2% | -49.8% | -32.4% |
| 5Y | -29.8% | -32.3% | +2.5% | -26.8% |
| 10Y | +0.6% | +111.1% | -110.5% | -19.7% |
| All | +0.6% | +111.9% | -111.4% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling