-9.6%
MOS vs DKS
+11.8%
-21.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +9.5% | +3.0% | +6.5% | +9.0% |
| 30D | +10.4% | -30.5% | +41.0% | +15.7% |
| 3M | +12.9% | -35.7% | +48.6% | +19.8% |
| 6M | +1.2% | -29.7% | +30.9% | +5.4% |
| YTD | +9.3% | -28.9% | +38.2% | +13.3% |
| 1Y | -18.0% | -35.9% | +17.9% | -13.5% |
| 3Y | -29.0% | +28.2% | -57.2% | -37.1% |
| All | -9.6% | +11.8% | -21.4% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling