-32.8%
MOS vs DG
-34.7%
+1.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.6% |
| 7D | +21.6% | +1.1% | +20.5% | +21.5% |
| 30D | +12.0% | +9.5% | +2.5% | +10.4% |
| 3M | -3.9% | +5.5% | -9.3% | -4.8% |
| 6M | -3.3% | +16.1% | -19.4% | -5.9% |
| YTD | -4.6% | +2.7% | -7.3% | -5.8% |
| 1Y | -7.0% | +42.1% | -49.1% | -12.9% |
| 3Y | -24.4% | +19.3% | -43.7% | -29.3% |
| All | -32.8% | -34.7% | +1.9% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling