+0.6%
MOS vs DRI
+339.9%
-339.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +5.5% | -0.7% | +6.2% | +5.8% |
| 30D | +21.0% | +14.7% | +6.3% | +13.8% |
| 3M | -0.5% | +5.4% | -5.9% | -3.1% |
| 6M | +6.6% | +18.8% | -12.2% | -2.2% |
| YTD | -2.8% | +28.4% | -31.1% | -14.9% |
| 1Y | -8.1% | +37.7% | -45.7% | -22.3% |
| 3Y | -25.6% | +68.0% | -93.6% | -44.6% |
| 5Y | -29.8% | +78.8% | -108.6% | -50.6% |
| 10Y | +0.6% | +334.2% | -333.6% | -58.6% |
| All | +0.6% | +339.9% | -339.3% | -58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling