-4.2%
MOS vs DGX
+66.8%
-71.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +7.1% | -0.3% | +7.4% | +7.1% |
| 30D | +15.0% | -1.2% | +16.2% | +15.4% |
| 3M | +24.1% | +19.9% | +4.2% | +18.7% |
| 6M | +2.7% | +19.2% | -16.5% | -1.6% |
| YTD | +12.2% | +37.5% | -25.3% | +3.7% |
| 1Y | -16.3% | +31.3% | -47.6% | -21.9% |
| 3Y | -23.3% | +96.6% | -119.9% | -35.1% |
| 5Y | -4.2% | +64.3% | -68.4% | -20.3% |
| All | -4.2% | +66.8% | -71.0% | -20.3% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling