-27.5%
MOS vs DG
+24.7%
-52.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +5.5% | -3.0% | +8.4% | +5.9% |
| 30D | +21.0% | +8.6% | +12.3% | +19.5% |
| 3M | -0.5% | +15.0% | -15.5% | -2.5% |
| 6M | +6.6% | +32.7% | -26.1% | +2.2% |
| YTD | -2.8% | +5.5% | -8.3% | -4.3% |
| 1Y | -8.1% | +34.6% | -42.7% | -12.7% |
| All | -27.5% | +24.7% | -52.2% | -36.1% |
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