+69.4%
MOS vs DRI
+7,577.6%
-7,508.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +9.5% | +0.6% | +9.0% | +9.3% |
| 30D | +10.4% | +3.8% | +6.6% | +8.9% |
| 3M | +12.9% | +13.0% | -0.1% | +7.9% |
| 6M | +1.2% | +8.3% | -7.1% | -2.3% |
| YTD | +9.3% | +20.6% | -11.3% | +1.3% |
| 1Y | -18.0% | +6.5% | -24.4% | -20.9% |
| 3Y | -29.0% | +53.7% | -82.7% | -40.6% |
| 5Y | -9.6% | +72.7% | -82.3% | -28.6% |
| 10Y | +6.1% | +363.2% | -357.1% | -42.3% |
| All | +69.4% | +7,577.6% | -7,508.3% | -47.5% |
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 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