-16.2%
MOS vs DGX
+31.5%
-47.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.7% | -2.2% | +3.9% | +2.2% |
| 30D | +11.7% | -0.9% | +12.6% | +11.9% |
| 3M | +23.2% | +15.6% | +7.6% | +19.8% |
| 6M | -1.6% | +17.8% | -19.4% | -4.9% |
| YTD | +10.8% | +37.5% | -26.6% | +2.6% |
| 1Y | -16.2% | +31.2% | -47.4% | -21.7% |
| All | -16.2% | +31.5% | -47.7% | -21.7% |
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 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