+34.1%
FITB vs MOS
-16.2%
+50.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +17.4% | -15.9% | +0.5% |
| 7D | +2.3% | +17.9% | -15.6% | +1.4% |
| 30D | +7.7% | +1.6% | +6.2% | +7.5% |
| 3M | -4.5% | -4.0% | -0.5% | -4.3% |
| 6M | +12.5% | -4.1% | +16.6% | +12.3% |
| YTD | +19.8% | -7.8% | +27.6% | +15.9% |
| 1Y | +34.1% | -15.6% | +49.7% | +33.0% |
| All | +34.1% | -16.2% | +50.4% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling