-11.4%
F vs MOS
-31.6%
+20.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -2.0% |
| 7D | +1.4% | +22.5% | -21.1% | -4.3% |
| 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% | +9.2% |
| YTD | -1.2% | -4.8% | +3.6% | -2.6% |
| 1Y | 0.0% | -11.7% | +11.7% | +0.5% |
| 3Y | +41.1% | -26.5% | +67.6% | +44.1% |
| 5Y | -11.4% | -32.2% | +20.8% | -22.9% |
| All | -11.4% | -31.6% | +20.1% | -22.9% |
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