-32.8%
MOS vs DRI
+74.0%
-106.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +21.6% | +2.8% | +18.8% | +20.8% |
| 30D | +12.0% | +13.3% | -1.3% | +8.2% |
| 3M | -3.9% | +8.2% | -12.1% | -6.2% |
| 6M | -3.3% | +17.5% | -20.9% | -8.1% |
| YTD | -4.6% | +26.9% | -31.6% | -12.3% |
| 1Y | -7.0% | +31.6% | -38.5% | -15.6% |
| 3Y | -24.4% | +67.0% | -91.4% | -38.2% |
| All | -32.8% | +74.0% | -106.8% | -45.1% |
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