-29.8%
MOS vs DOV
+29.3%
-59.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +5.5% | -0.1% | +5.6% | +5.3% |
| 30D | +21.0% | +11.3% | +9.7% | +14.0% |
| 3M | -0.5% | +2.2% | -2.6% | -1.9% |
| 6M | +6.6% | -2.9% | +9.5% | +7.4% |
| YTD | -2.8% | +9.6% | -12.4% | -9.1% |
| 1Y | -8.1% | +16.7% | -24.7% | -17.0% |
| 3Y | -25.6% | +66.9% | -92.5% | -48.0% |
| 5Y | -29.8% | +32.0% | -61.8% | -46.7% |
| All | -29.8% | +29.3% | -59.1% | -46.7% |
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