-2.6%
MOS vs DGX
+278.3%
-280.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +5.5% | +1.2% | +4.3% | +5.0% |
| 30D | +21.0% | +11.2% | +9.8% | +16.3% |
| 3M | -0.5% | +9.3% | -9.8% | -3.8% |
| 6M | +6.6% | +37.4% | -30.8% | -6.0% |
| YTD | -2.8% | +51.6% | -54.4% | -17.7% |
| 1Y | -8.1% | +39.3% | -47.3% | -19.6% |
| 3Y | -25.6% | +106.1% | -131.7% | -45.3% |
| 5Y | -29.8% | +92.2% | -122.0% | -48.2% |
| All | -2.6% | +278.3% | -280.9% | -51.5% |
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 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