-16.3%
MOS vs DTE
+4.2%
-20.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.4% |
| 7D | +7.1% | +0.9% | +6.2% | +6.8% |
| 30D | +15.0% | -1.9% | +16.9% | +15.6% |
| 3M | +24.1% | -3.3% | +27.4% | +25.0% |
| 6M | +2.7% | -7.1% | +9.8% | +5.5% |
| YTD | +12.2% | +8.1% | +4.1% | +5.6% |
| 1Y | -16.3% | +5.3% | -21.6% | -22.0% |
| All | -16.3% | +4.2% | -20.5% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling