-25.6%
MOS vs DGX
+106.2%
-131.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.3% | +1.4% |
| 7D | +19.7% | +3.5% | +16.1% | +18.6% |
| 30D | +21.5% | +12.4% | +9.1% | +17.8% |
| 3M | -0.4% | +9.3% | -9.8% | -2.9% |
| 6M | +4.5% | +39.7% | -35.1% | -5.1% |
| YTD | -2.9% | +52.2% | -55.1% | -14.3% |
| 1Y | -7.7% | +47.1% | -54.8% | -17.7% |
| 3Y | -25.6% | +108.8% | -134.4% | -42.9% |
| All | -25.6% | +106.2% | -131.9% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling