-6.3%
MOS vs DRI
+331.7%
-338.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -2.0% | +1.1% | -3.0% | -2.4% |
| 30D | +15.3% | +9.7% | +5.6% | +10.7% |
| 3M | +1.5% | +3.2% | -1.7% | -0.1% |
| 6M | -2.0% | +20.6% | -22.5% | -10.6% |
| YTD | -6.5% | +28.3% | -34.8% | -18.1% |
| 1Y | -11.1% | +34.5% | -45.6% | -24.0% |
| 3Y | -30.3% | +66.5% | -96.8% | -47.8% |
| 5Y | -33.5% | +79.6% | -113.2% | -53.4% |
| All | -6.3% | +331.7% | -338.1% | -60.3% |
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