-18.0%
MOS vs DOV
+11.5%
-29.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +9.5% | -2.7% | +12.2% | +10.3% |
| 30D | +10.4% | -8.1% | +18.5% | +13.1% |
| 3M | +12.9% | -9.4% | +22.3% | +15.9% |
| 6M | +1.2% | -12.6% | +13.9% | +5.1% |
| YTD | +9.3% | -0.5% | +9.8% | +9.9% |
| 1Y | -18.0% | +9.2% | -27.2% | -16.2% |
| All | -18.0% | +11.5% | -29.5% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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