+519.6%
F vs MOS
+115.8%
+403.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +17.4% | -14.4% | -1.7% |
| 7D | +6.0% | +17.9% | -11.9% | +1.1% |
| 30D | +4.3% | +1.6% | +2.7% | +3.3% |
| 3M | -10.1% | -4.0% | -6.1% | -9.8% |
| 6M | +12.8% | -4.1% | +16.9% | +12.8% |
| YTD | -0.1% | -7.8% | +7.7% | -0.3% |
| 1Y | +3.7% | -15.6% | +19.3% | +5.6% |
| 3Y | +42.7% | -28.9% | +71.5% | +48.1% |
| 5Y | -11.0% | -36.8% | +25.8% | -8.2% |
| 10Y | +87.0% | +6.7% | +80.4% | +54.1% |
| All | +519.6% | +115.8% | +403.9% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling