+2.8%
MOS vs DKS
+244.9%
-242.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.0% | +0.6% |
| 7D | +19.7% | +3.8% | +15.8% | +18.6% |
| 30D | +21.5% | +8.1% | +13.4% | +19.0% |
| 3M | -0.4% | -28.6% | +28.2% | +6.1% |
| 6M | +4.5% | -33.6% | +38.1% | +13.1% |
| YTD | -2.9% | -23.8% | +20.9% | +0.6% |
| 1Y | -7.7% | -30.7% | +23.0% | -2.1% |
| 3Y | -25.6% | +41.5% | -67.2% | -39.4% |
| 5Y | -31.2% | +23.0% | -54.2% | -44.9% |
| 10Y | +2.8% | +236.0% | -233.2% | -53.6% |
| All | +2.8% | +244.9% | -242.1% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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