+291.7%
FITB vs MOS
+5.8%
+285.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | +0.6% | +9.5% | -8.9% | -2.9% |
| 30D | -4.7% | +10.4% | -15.2% | -8.7% |
| 3M | +6.7% | +12.9% | -6.2% | +0.5% |
| 6M | +12.6% | +1.2% | +11.3% | +8.4% |
| YTD | +19.1% | +9.3% | +9.8% | +10.4% |
| 1Y | +22.6% | -18.0% | +40.6% | +26.6% |
| 3Y | +127.1% | -29.0% | +156.1% | +138.2% |
| 5Y | +71.8% | -9.6% | +81.4% | +45.1% |
| All | +291.7% | +5.8% | +285.8% | +122.9% |
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