+224.4%
FITB vs MOS
+3.2%
+221.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +0.5% | +24.8% | -24.3% | -8.1% |
| 30D | +7.0% | +22.7% | -15.7% | -1.7% |
| 3M | -4.4% | -1.2% | -3.1% | -5.4% |
| 6M | +11.6% | +5.5% | +6.0% | +6.4% |
| YTD | +18.6% | -2.0% | +20.6% | +13.2% |
| 1Y | +29.8% | -7.9% | +37.8% | +26.7% |
| 3Y | +140.7% | -25.0% | +165.7% | +143.1% |
| 5Y | +48.6% | -27.7% | +76.4% | +37.4% |
| 10Y | +224.4% | -1.6% | +225.9% | +94.5% |
| All | +224.4% | +3.2% | +221.2% | +94.5% |
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