-34.0%
MOS vs DKS
+25.2%
-59.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -1.9% | -4.1% |
| 7D | -2.6% | +3.3% | -5.8% | -3.0% |
| 30D | +13.5% | +5.9% | +7.6% | +12.4% |
| 3M | -2.9% | -27.4% | +24.5% | +0.9% |
| 6M | -1.0% | -32.6% | +31.6% | +3.9% |
| YTD | -7.2% | -24.8% | +17.6% | -4.9% |
| 1Y | -11.4% | -32.8% | +21.4% | -7.4% |
| 3Y | -29.0% | +39.1% | -68.0% | -38.0% |
| 5Y | -34.0% | +25.0% | -59.0% | -43.5% |
| All | -34.0% | +25.2% | -59.2% | -43.5% |
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