-32.8%
MOS vs DTE
+39.5%
-72.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +21.6% | -0.3% | +21.9% | +21.9% |
| 30D | +12.0% | +6.2% | +5.8% | +9.2% |
| 3M | -3.9% | -2.6% | -1.3% | -2.9% |
| 6M | -3.3% | -3.5% | +0.2% | -2.1% |
| YTD | -4.6% | +7.4% | -12.0% | -8.2% |
| 1Y | -7.0% | +4.2% | -11.2% | -9.3% |
| 3Y | -24.4% | +51.7% | -76.2% | -39.2% |
| All | -32.8% | +39.5% | -72.3% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling