-15.6%
MOS vs DRI
+34.0%
-49.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +5.1% | +12.3% | +16.4% |
| 7D | +17.9% | +6.5% | +11.5% | +16.9% |
| 30D | +1.6% | +16.4% | -14.9% | -0.2% |
| 3M | -4.0% | +13.6% | -17.6% | -5.5% |
| 6M | -4.1% | +22.0% | -26.1% | -5.7% |
| YTD | -7.8% | +29.3% | -37.1% | -12.7% |
| 1Y | -15.6% | +32.0% | -47.6% | -20.7% |
| All | -15.6% | +34.0% | -49.6% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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