-11.1%
MOS vs DOV
+15.9%
-27.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.0% | +3.0% | -5.0% | -2.9% |
| 30D | +15.3% | +8.6% | +6.7% | +11.7% |
| 3M | +1.5% | +1.9% | -0.4% | +0.5% |
| 6M | -2.0% | -1.7% | -0.3% | -2.0% |
| YTD | -6.5% | +8.3% | -14.9% | -10.8% |
| 1Y | -11.1% | +16.6% | -27.6% | -19.2% |
| All | -11.1% | +15.9% | -27.0% | -19.2% |
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