+4,029.2%
FDX vs MOS
+122.8%
+3,906.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.3% | -7.1% | -4.5% |
| 7D | +2.9% | +22.5% | -19.6% | -1.8% |
| 30D | +9.6% | +6.6% | +3.0% | +7.6% |
| 3M | +2.4% | -3.8% | +6.2% | +2.4% |
| 6M | +9.2% | -2.2% | +11.4% | +8.4% |
| YTD | +37.7% | -4.8% | +42.5% | +36.1% |
| 1Y | +56.1% | -11.7% | +67.8% | +56.4% |
| 3Y | +68.9% | -26.5% | +95.5% | +72.4% |
| 5Y | +79.0% | -32.2% | +111.2% | +78.6% |
| 10Y | +163.9% | +10.2% | +153.7% | +117.9% |
| All | +4,029.2% | +122.8% | +3,906.4% | +2,065.6% |
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