+173.7%
MOS vs DKS
+6,430.5%
-6,256.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +21.6% | -2.1% | +23.7% | +22.5% |
| 30D | +12.0% | +7.3% | +4.6% | +9.5% |
| 3M | -3.9% | -28.4% | +24.5% | +3.2% |
| 6M | -3.3% | -36.9% | +33.6% | +7.4% |
| YTD | -4.6% | -27.3% | +22.7% | +0.7% |
| 1Y | -7.0% | -33.2% | +26.3% | +0.6% |
| 3Y | -24.4% | +32.2% | -56.6% | -38.2% |
| 5Y | -32.1% | +22.3% | -54.4% | -46.9% |
| 10Y | +10.3% | +230.5% | -220.1% | -46.5% |
| All | +173.7% | +6,430.5% | -6,256.8% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling