-9.6%
MOS vs DLTR
+41.6%
-51.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +9.5% | +2.5% | +7.1% | +9.1% |
| 30D | +10.4% | +2.1% | +8.4% | +10.0% |
| 3M | +12.9% | +20.3% | -7.4% | +9.5% |
| 6M | +1.2% | +11.5% | -10.3% | -1.1% |
| YTD | +9.3% | +6.8% | +2.5% | +7.4% |
| 1Y | -18.0% | +31.1% | -49.1% | -22.2% |
| 3Y | -29.0% | +10.7% | -39.7% | -32.5% |
| All | -9.6% | +41.6% | -51.2% | -15.1% |
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 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