-32.8%
MOS vs DOV
+25.3%
-58.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +21.6% | -1.9% | +23.5% | +22.5% |
| 30D | +12.0% | +8.3% | +3.7% | +7.1% |
| 3M | -3.9% | -3.1% | -0.8% | -2.6% |
| 6M | -3.3% | -9.8% | +6.5% | +1.3% |
| YTD | -4.6% | +5.2% | -9.8% | -8.9% |
| 1Y | -7.0% | +15.3% | -22.3% | -15.6% |
| 3Y | -24.4% | +58.8% | -83.2% | -45.6% |
| All | -32.8% | +25.3% | -58.0% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling