+2.8%
MOS vs DLTR
+88.8%
-86.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +0.6% |
| 7D | +19.7% | -1.0% | +20.6% | +20.0% |
| 30D | +21.5% | +15.7% | +5.8% | +16.9% |
| 3M | -0.4% | +4.8% | -5.3% | -2.1% |
| 6M | +4.5% | +45.6% | -41.1% | -6.3% |
| YTD | -2.9% | +11.6% | -14.5% | -7.2% |
| 1Y | -7.7% | +29.8% | -37.5% | -15.6% |
| 3Y | -25.6% | +20.8% | -46.4% | -33.4% |
| 5Y | -31.2% | +23.5% | -54.6% | -42.6% |
| 10Y | +2.8% | +80.5% | -77.6% | -19.7% |
| All | +2.8% | +88.8% | -86.0% | -19.7% |
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