+12.6%
MOS vs DLTR
+50.3%
-37.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +4.1% |
| 7D | +7.1% | -5.8% | +12.9% | +8.6% |
| 30D | +15.0% | -5.2% | +20.3% | +16.4% |
| 3M | +24.1% | +15.2% | +8.9% | +19.1% |
| 6M | +2.7% | +7.1% | -4.4% | -0.4% |
| YTD | +12.2% | +0.8% | +11.3% | +10.3% |
| 1Y | -16.3% | +24.8% | -41.1% | -22.6% |
| 3Y | -23.3% | +6.9% | -30.2% | -28.9% |
| 5Y | -4.2% | +33.2% | -37.4% | -23.7% |
| 10Y | +12.6% | +51.6% | -39.0% | -18.8% |
| All | +12.6% | +50.3% | -37.7% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling