+149.2%
FDX vs MOS
+8.6%
+140.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | -1.6% | +21.6% | -23.2% | -6.7% |
| 30D | +6.6% | +12.0% | -5.4% | +3.1% |
| 3M | -2.1% | -3.9% | +1.8% | -2.0% |
| 6M | +2.2% | -3.3% | +5.5% | +1.5% |
| YTD | +33.9% | -4.6% | +38.6% | +31.7% |
| 1Y | +50.2% | -7.0% | +57.2% | +48.3% |
| 3Y | +65.5% | -24.4% | +90.0% | +67.6% |
| 5Y | +74.1% | -32.1% | +106.2% | +69.8% |
| All | +149.2% | +8.6% | +140.6% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling