+236.6%
FITB vs MOS
+6.2%
+230.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.8% |
| 7D | -1.1% | +19.7% | -20.8% | -8.1% |
| 30D | +7.3% | +21.5% | -14.2% | -1.1% |
| 3M | -4.0% | -0.4% | -3.6% | -5.3% |
| 6M | +11.9% | +4.5% | +7.4% | +7.1% |
| YTD | +19.0% | -2.9% | +21.9% | +14.0% |
| 1Y | +31.0% | -7.7% | +38.7% | +27.7% |
| 3Y | +143.8% | -25.6% | +169.4% | +147.0% |
| 5Y | +48.9% | -31.2% | +80.0% | +40.7% |
| 10Y | +236.6% | +2.8% | +233.8% | +98.8% |
| All | +236.6% | +6.2% | +230.5% | +98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling