+44.5%
F vs MOS
-26.7%
+71.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.8% |
| 7D | +1.4% | +22.5% | -21.1% | -3.4% |
| 30D | +2.0% | +6.6% | -4.6% | +0.2% |
| 3M | -10.4% | -3.8% | -6.6% | -10.1% |
| 6M | +9.7% | -2.2% | +11.9% | +9.3% |
| YTD | -1.2% | -4.8% | +3.6% | -2.5% |
| 1Y | 0.0% | -11.7% | +11.7% | +0.3% |
| All | +44.5% | -26.7% | +71.2% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling