+47.5%
MOS vs DRI
+8,061.0%
-8,013.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.6% |
| 7D | +22.5% | +3.7% | +18.8% | +21.2% |
| 30D | +6.6% | +13.5% | -6.8% | +2.3% |
| 3M | -3.8% | +10.4% | -14.2% | -7.2% |
| 6M | -2.2% | +19.5% | -21.7% | -8.4% |
| YTD | -4.8% | +28.2% | -33.0% | -13.6% |
| 1Y | -11.7% | +31.0% | -42.7% | -20.6% |
| 3Y | -26.5% | +67.1% | -93.6% | -40.2% |
| 5Y | -32.2% | +74.7% | -106.9% | -46.6% |
| 10Y | +10.2% | +376.2% | -366.0% | -40.7% |
| All | +47.5% | +8,061.0% | -8,013.4% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling