-32.2%
MOS vs DRI
+77.7%
-109.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.5% |
| 7D | +22.5% | +3.7% | +18.8% | +21.4% |
| 30D | +6.6% | +13.5% | -6.8% | +2.9% |
| 3M | -3.8% | +10.4% | -14.2% | -6.7% |
| 6M | -2.2% | +19.5% | -21.7% | -7.5% |
| YTD | -4.8% | +28.2% | -33.0% | -12.7% |
| 1Y | -11.7% | +31.0% | -42.7% | -19.7% |
| 3Y | -26.5% | +67.1% | -93.6% | -39.8% |
| 5Y | -32.2% | +74.7% | -106.9% | -44.7% |
| All | -32.2% | +77.7% | -109.9% | -44.7% |
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