-37.1%
MOS vs DG
+635.1%
-672.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +3.8% |
| 7D | +22.5% | +6.1% | +16.4% | +21.3% |
| 30D | +6.6% | +11.9% | -5.3% | +4.3% |
| 3M | -3.8% | +9.3% | -13.1% | -5.7% |
| 6M | -2.2% | +19.1% | -21.3% | -6.0% |
| YTD | -4.8% | +5.9% | -10.7% | -6.8% |
| 1Y | -11.7% | +39.8% | -51.5% | -18.5% |
| 3Y | -26.5% | +23.4% | -49.9% | -32.8% |
| 5Y | -32.2% | -33.3% | +1.1% | -30.1% |
| 10Y | +10.2% | +131.0% | -120.9% | -13.6% |
| All | -37.1% | +635.1% | -672.2% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling