-83.2%
FIG vs MOS
-33.7%
-49.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +3.3% |
| 7D | -12.6% | +19.7% | -32.3% | -11.5% |
| 30D | -13.8% | +21.5% | -35.3% | -12.5% |
| 3M | -16.7% | -0.4% | -16.3% | -17.5% |
| 6M | -6.1% | +4.5% | -10.6% | -6.0% |
| YTD | -48.1% | -2.9% | -45.2% | -47.5% |
| 1Y | -56.2% | -7.7% | -48.4% | -56.5% |
| All | -83.2% | -33.7% | -49.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling