+16.3%
MOS vs DGX
+244.3%
-228.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.7% | -2.2% | +3.9% | +2.5% |
| 30D | +11.7% | -0.9% | +12.6% | +12.1% |
| 3M | +23.2% | +15.6% | +7.6% | +16.2% |
| 6M | -1.6% | +17.8% | -19.4% | -8.0% |
| YTD | +10.8% | +37.5% | -26.6% | -2.6% |
| 1Y | -16.2% | +31.2% | -47.4% | -25.2% |
| 3Y | -24.2% | +96.6% | -120.8% | -43.4% |
| 5Y | -6.6% | +64.9% | -71.6% | -26.7% |
| 10Y | +16.3% | +254.6% | -238.3% | -42.7% |
| All | +16.3% | +244.3% | -228.0% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling