+79.8%
F vs MOS
+8.6%
+71.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.6% | +21.6% | -20.0% | -5.2% |
| 30D | +2.6% | +12.0% | -9.3% | -1.8% |
| 3M | -8.8% | -3.9% | -4.9% | -8.6% |
| 6M | +4.6% | -3.3% | +7.9% | +4.2% |
| YTD | -1.9% | -4.6% | +2.7% | -3.6% |
| 1Y | -0.8% | -7.0% | +6.2% | -2.0% |
| 3Y | +43.5% | -24.4% | +67.9% | +46.1% |
| 5Y | -12.1% | -32.1% | +20.0% | -13.3% |
| All | +79.8% | +8.6% | +71.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling