-16.3%
MOS vs DLTR
+22.8%
-39.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +3.5% |
| 7D | +7.1% | -5.8% | +12.9% | +8.0% |
| 30D | +15.0% | -5.2% | +20.3% | +15.9% |
| 3M | +24.1% | +15.2% | +8.9% | +20.4% |
| 6M | +2.7% | +7.1% | -4.4% | +0.9% |
| YTD | +12.2% | +0.8% | +11.3% | +11.2% |
| 1Y | -16.3% | +24.8% | -41.1% | -19.5% |
| All | -16.3% | +22.8% | -39.0% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DLTR 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling