-7.2%
MOS vs DTE
+3.3%
-10.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +5.5% | +1.6% | +3.9% | +4.8% |
| 30D | +21.0% | +9.1% | +11.9% | +18.0% |
| 3M | -0.5% | +2.4% | -2.9% | -1.8% |
| 6M | +6.6% | -0.2% | +6.8% | +5.9% |
| YTD | -2.8% | +11.0% | -13.8% | -7.4% |
| All | -7.2% | +3.3% | -10.5% | -12.5% |
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