-24.5%
MOS vs DRI
+68.1%
-92.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.5% |
| 7D | +22.5% | +3.7% | +18.8% | +21.5% |
| 30D | +6.6% | +13.5% | -6.8% | +3.7% |
| 3M | -3.8% | +10.4% | -14.2% | -6.1% |
| 6M | -2.2% | +19.5% | -21.7% | -6.4% |
| YTD | -4.8% | +28.2% | -33.0% | -11.4% |
| 1Y | -11.7% | +31.0% | -42.7% | -18.5% |
| All | -24.5% | +68.1% | -92.7% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling