+150.2%
MOS vs DTE
+3,490.8%
-3,340.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 7D | +9.5% | +0.2% | +9.4% | +9.4% |
| 30D | +10.4% | -2.6% | +13.0% | +11.7% |
| 3M | +12.9% | -3.9% | +16.8% | +14.8% |
| 6M | +1.2% | -7.9% | +9.1% | +5.1% |
| YTD | +9.3% | +7.2% | +2.1% | +4.7% |
| 1Y | -18.0% | +3.1% | -21.1% | -19.9% |
| 3Y | -29.0% | +47.6% | -76.6% | -43.5% |
| 5Y | -9.6% | +32.7% | -42.3% | -24.8% |
| 10Y | +6.1% | +138.8% | -132.7% | -34.9% |
| All | +150.2% | +3,490.8% | -3,340.5% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling