+244.2%
FITB vs MOS
+8.6%
+235.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.5% | +21.6% | -23.1% | -9.1% |
| 30D | +5.8% | +12.0% | -6.1% | +0.5% |
| 3M | -6.1% | -3.9% | -2.2% | -6.2% |
| 6M | +5.9% | -3.3% | +9.3% | +4.5% |
| YTD | +16.1% | -4.6% | +20.7% | +12.0% |
| 1Y | +28.8% | -7.0% | +35.8% | +25.0% |
| 3Y | +126.0% | -24.4% | +150.4% | +126.8% |
| 5Y | +45.3% | -32.1% | +77.4% | +38.0% |
| All | +244.2% | +8.6% | +235.5% | +101.9% |
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