-1.6%
MOS vs DRI
+343.2%
-344.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | +24.8% | +4.2% | +20.6% | +22.8% |
| 30D | +22.7% | +15.7% | +7.0% | +15.0% |
| 3M | -1.2% | +5.8% | -7.0% | -4.0% |
| 6M | +5.5% | +18.4% | -12.9% | -3.0% |
| YTD | -2.0% | +28.2% | -30.2% | -14.1% |
| 1Y | -7.9% | +35.9% | -43.8% | -21.7% |
| 3Y | -25.0% | +67.7% | -92.7% | -44.1% |
| 5Y | -27.7% | +77.9% | -105.6% | -49.1% |
| 10Y | -1.6% | +338.7% | -340.2% | -58.9% |
| All | -1.6% | +343.2% | -344.8% | -58.9% |
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