-7.0%
MOS vs DOV
+14.1%
-21.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +21.6% | -1.9% | +23.5% | +22.1% |
| 30D | +12.0% | +8.3% | +3.7% | +8.5% |
| 3M | -3.9% | -3.1% | -0.8% | -3.2% |
| 6M | -3.3% | -9.8% | +6.5% | -0.2% |
| YTD | -4.6% | +5.2% | -9.8% | -8.2% |
| 1Y | -7.0% | +15.3% | -22.3% | -17.2% |
| All | -7.0% | +14.1% | -21.1% | -17.2% |
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