-18.0%
MOS vs DGX
+33.7%
-51.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.6% |
| 7D | +9.5% | -2.3% | +11.8% | +10.1% |
| 30D | +10.4% | +0.6% | +9.9% | +10.3% |
| 3M | +12.9% | +21.4% | -8.5% | +8.4% |
| 6M | +1.2% | +14.7% | -13.5% | -1.3% |
| YTD | +9.3% | +38.4% | -29.1% | +1.3% |
| 1Y | -18.0% | +34.0% | -52.0% | -23.5% |
| All | -18.0% | +33.7% | -51.6% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling