-83.2%
FIG vs MOS
-36.1%
-47.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.9% |
| 7D | +3.4% | -2.0% | +5.4% | +3.2% |
| 30D | -9.5% | +15.3% | -24.8% | -8.6% |
| 3M | -26.2% | +1.5% | -27.7% | -26.6% |
| 6M | +2.7% | -2.0% | +4.7% | +1.9% |
| YTD | -48.0% | -6.5% | -41.4% | -47.5% |
| 1Y | -52.0% | -11.1% | -41.0% | -52.5% |
| All | -83.2% | -36.1% | -47.0% | -86.0% |
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