-79.1%
FIG vs MOS
-25.3%
-53.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.2% |
| 7D | -16.3% | +9.5% | -25.8% | -15.2% |
| 30D | -14.3% | +10.4% | -24.7% | -13.2% |
| 3M | +7.2% | +12.9% | -5.7% | +8.5% |
| 6M | -18.6% | +1.2% | -19.9% | -18.3% |
| YTD | -35.5% | +9.3% | -44.8% | -33.1% |
| 1Y | -55.8% | -18.0% | -37.8% | -58.3% |
| All | -79.1% | -25.3% | -53.8% | -82.1% |
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