-34.4%
MOS vs DLTR
+12.1%
-46.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.1% |
| 7D | -2.0% | +5.3% | -7.3% | -2.8% |
| 30D | +15.3% | +13.4% | +1.9% | +13.0% |
| 3M | +1.5% | +6.6% | -5.1% | +0.2% |
| 6M | -2.0% | +59.1% | -61.1% | -9.5% |
| YTD | -6.5% | +12.3% | -18.8% | -9.1% |
| 1Y | -11.1% | +33.9% | -44.9% | -16.1% |
| 3Y | -30.3% | +23.0% | -53.3% | -34.9% |
| All | -34.4% | +12.1% | -46.5% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling