+65.8%
FDX vs MOS
-29.5%
+95.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -2.5% | +9.5% | -12.1% | -4.1% |
| 30D | +3.8% | +10.4% | -6.6% | +1.8% |
| 3M | -1.3% | +12.9% | -14.2% | -3.9% |
| 6M | +5.0% | +1.2% | +3.8% | +3.3% |
| YTD | +39.6% | +9.3% | +30.3% | +34.7% |
| 1Y | +81.1% | -18.0% | +99.1% | +84.9% |
| All | +65.8% | -29.5% | +95.3% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling