-31.2%
MOS vs DGX
+102.1%
-133.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.3% | +1.5% |
| 7D | +19.7% | +3.5% | +16.1% | +18.8% |
| 30D | +21.5% | +12.4% | +9.1% | +18.4% |
| 3M | -0.4% | +9.3% | -9.8% | -2.5% |
| 6M | +4.5% | +39.7% | -35.1% | -3.4% |
| YTD | -2.9% | +52.2% | -55.1% | -12.2% |
| 1Y | -7.7% | +47.1% | -54.8% | -15.9% |
| 3Y | -25.6% | +108.8% | -134.4% | -37.7% |
| 5Y | -31.2% | +101.4% | -132.5% | -47.8% |
| All | -31.2% | +102.1% | -133.3% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling