+53.9%
F vs MOS
-8.7%
+62.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +1.1% |
| 7D | +5.3% | +9.5% | -4.2% | +2.7% |
| 30D | +4.6% | +10.4% | -5.8% | +1.6% |
| 3M | -3.7% | +12.9% | -16.5% | -7.4% |
| 6M | +16.8% | +1.2% | +15.6% | +14.6% |
| YTD | +15.3% | +9.3% | +6.0% | +10.1% |
| 1Y | +31.0% | -18.0% | +49.0% | +35.0% |
| 3Y | +45.4% | -29.0% | +74.5% | +51.5% |
| All | +53.9% | -8.7% | +62.7% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling