-6.3%
MOS vs DG
+105.2%
-111.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | +15.3% | +3.2% | +12.1% | +14.6% |
| 3M | +1.5% | +10.4% | -8.9% | -0.6% |
| 6M | -2.0% | +33.2% | -35.1% | -7.9% |
| YTD | -6.5% | +3.0% | -9.5% | -8.0% |
| 1Y | -11.1% | +31.2% | -42.3% | -17.0% |
| 3Y | -30.3% | +21.8% | -52.1% | -36.3% |
| 5Y | -33.5% | -35.0% | +1.5% | -30.0% |
| All | -6.3% | +105.2% | -111.5% | -25.0% |
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