+2.8%
MOS vs DRI
+370.8%
-368.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.1% |
| 7D | +19.7% | +3.1% | +16.5% | +18.3% |
| 30D | +21.5% | +16.2% | +5.3% | +13.7% |
| 3M | -0.4% | +8.4% | -8.8% | -4.3% |
| 6M | +4.5% | +19.0% | -14.5% | -4.1% |
| YTD | -2.9% | +28.8% | -31.7% | -15.1% |
| 1Y | -7.7% | +33.1% | -40.9% | -20.8% |
| 3Y | -25.6% | +70.8% | -96.4% | -45.1% |
| 5Y | -31.2% | +74.2% | -105.4% | -51.0% |
| 10Y | +2.8% | +345.5% | -342.7% | -58.4% |
| All | +2.8% | +370.8% | -368.0% | -58.4% |
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