-7.9%
MOS vs DG
+41.0%
-48.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +24.8% | +5.2% | +19.6% | +23.8% |
| 30D | +22.7% | +7.9% | +14.8% | +21.3% |
| 3M | -1.2% | +12.7% | -13.9% | -2.9% |
| 6M | +5.5% | +22.4% | -16.9% | +2.6% |
| YTD | -2.0% | +5.4% | -7.4% | -4.6% |
| 1Y | -7.9% | +39.4% | -47.3% | -12.3% |
| All | -7.9% | +41.0% | -48.9% | -12.3% |
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