-32.9%
MOS vs DG
-32.6%
-0.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +3.7% |
| 7D | +22.5% | +6.1% | +16.4% | +21.5% |
| 30D | +6.6% | +11.9% | -5.3% | +4.8% |
| 3M | -3.8% | +9.3% | -13.1% | -5.3% |
| 6M | -2.2% | +19.1% | -21.3% | -5.2% |
| YTD | -4.8% | +5.9% | -10.7% | -6.4% |
| 1Y | -11.7% | +39.8% | -51.5% | -17.1% |
| 3Y | -26.5% | +23.4% | -49.9% | -31.6% |
| All | -32.9% | -32.6% | -0.3% | -30.0% |
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