+184.5%
FDX vs MOS
+5.8%
+178.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -2.5% | +9.5% | -12.1% | -4.9% |
| 30D | +3.8% | +10.4% | -6.6% | +0.9% |
| 3M | -1.3% | +12.9% | -14.2% | -5.0% |
| 6M | +5.0% | +1.2% | +3.8% | +2.9% |
| YTD | +39.6% | +9.3% | +30.3% | +33.6% |
| 1Y | +81.1% | -18.0% | +99.1% | +85.8% |
| 3Y | +63.0% | -29.0% | +92.1% | +69.0% |
| 5Y | +65.6% | -9.6% | +75.2% | +49.1% |
| All | +184.5% | +5.8% | +178.7% | +124.5% |
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