+156.3%
FDX vs MOS
+6.2%
+150.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.6% | +3.0% |
| 7D | +0.2% | +19.7% | -19.5% | -4.6% |
| 30D | +9.3% | +21.5% | -12.2% | +3.6% |
| 3M | +0.5% | -0.4% | +0.9% | -0.4% |
| 6M | +5.3% | +4.5% | +0.8% | +2.6% |
| YTD | +38.6% | -2.9% | +41.5% | +35.7% |
| 1Y | +53.5% | -7.7% | +61.2% | +51.9% |
| 3Y | +74.2% | -25.6% | +99.9% | +77.4% |
| 5Y | +75.3% | -31.2% | +106.4% | +70.4% |
| 10Y | +156.3% | +2.8% | +153.4% | +96.4% |
| All | +156.3% | +6.2% | +150.1% | +96.4% |
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 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