+12.8%
F vs MOS
-4.7%
+17.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +17.4% | -14.4% | -2.0% |
| 7D | +6.0% | +17.9% | -11.9% | +0.8% |
| 30D | +4.3% | +1.6% | +2.7% | +4.3% |
| 3M | -10.1% | -4.0% | -6.1% | -8.9% |
| 6M | +12.8% | -4.1% | +16.9% | +19.4% |
| All | +12.8% | -4.7% | +17.5% | +19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling