-27.8%
MOS vs DG
+606.1%
-633.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | +9.5% | +8.4% | +1.1% | +7.8% |
| 30D | +10.4% | +4.9% | +5.5% | +9.3% |
| 3M | +12.9% | +29.3% | -16.5% | +7.0% |
| 6M | +1.2% | -11.3% | +12.5% | +2.9% |
| YTD | +9.3% | +1.8% | +7.6% | +8.1% |
| 1Y | -18.0% | +25.3% | -43.3% | -22.6% |
| 3Y | -29.0% | +9.1% | -38.1% | -33.4% |
| 5Y | -9.6% | -34.9% | +25.3% | -6.3% |
| 10Y | +6.1% | +108.2% | -102.1% | -15.1% |
| All | -27.8% | +606.1% | -633.9% | -61.8% |
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