-8.1%
MOS vs DLTR
+34.7%
-42.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +5.5% | -2.8% | +8.2% | +5.9% |
| 30D | +21.0% | +21.5% | -0.5% | +17.7% |
| 3M | -0.5% | +11.6% | -12.1% | -2.3% |
| 6M | +6.6% | +58.7% | -52.1% | -0.8% |
| YTD | -2.8% | +16.2% | -18.9% | -5.9% |
| 1Y | -8.1% | +34.8% | -42.9% | -14.1% |
| All | -8.1% | +34.7% | -42.8% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling