-2.6%
MOS vs DLTR
+82.4%
-85.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +5.5% | -2.8% | +8.2% | +6.0% |
| 30D | +21.0% | +21.5% | -0.5% | +14.9% |
| 3M | -0.5% | +11.6% | -12.1% | -3.7% |
| 6M | +6.6% | +58.7% | -52.1% | -6.6% |
| YTD | -2.8% | +16.2% | -18.9% | -8.1% |
| 1Y | -8.1% | +34.8% | -42.9% | -16.7% |
| 3Y | -25.6% | +25.3% | -50.9% | -34.0% |
| 5Y | -29.8% | +25.8% | -55.6% | -41.5% |
| All | -2.6% | +82.4% | -85.0% | -28.3% |
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