-24.5%
MOS vs DG
+23.1%
-47.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +3.7% |
| 7D | +22.5% | +6.1% | +16.4% | +21.6% |
| 30D | +6.6% | +11.9% | -5.3% | +5.0% |
| 3M | -3.8% | +9.3% | -13.1% | -5.1% |
| 6M | -2.2% | +19.1% | -21.3% | -4.8% |
| YTD | -4.8% | +5.9% | -10.7% | -6.3% |
| 1Y | -11.7% | +39.8% | -51.5% | -16.5% |
| All | -24.5% | +23.1% | -47.6% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling