-34.0%
MOS vs DRI
+78.5%
-112.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.4% |
| 7D | -2.6% | -0.3% | -2.2% | -2.4% |
| 30D | +13.5% | +10.8% | +2.6% | +10.3% |
| 3M | -2.9% | +0.9% | -3.8% | -3.3% |
| 6M | -1.0% | +16.3% | -17.3% | -5.6% |
| YTD | -7.2% | +27.8% | -35.0% | -14.8% |
| 1Y | -11.4% | +33.9% | -45.2% | -20.0% |
| 3Y | -29.0% | +67.2% | -96.2% | -41.8% |
| 5Y | -34.0% | +79.0% | -113.0% | -47.0% |
| All | -34.0% | +78.5% | -112.5% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling