-1.6%
MOS vs DG
+119.6%
-121.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +24.8% | +5.2% | +19.6% | +23.7% |
| 30D | +22.7% | +7.9% | +14.8% | +20.8% |
| 3M | -1.2% | +12.7% | -13.9% | -3.7% |
| 6M | +5.5% | +22.4% | -16.9% | +0.8% |
| YTD | -2.0% | +5.4% | -7.4% | -4.0% |
| 1Y | -7.9% | +39.4% | -47.3% | -15.2% |
| 3Y | -25.0% | +24.1% | -49.1% | -31.8% |
| 5Y | -27.7% | -32.2% | +4.4% | -24.7% |
| 10Y | -1.6% | +111.8% | -113.4% | -20.9% |
| All | -1.6% | +119.6% | -121.1% | -20.9% |
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