+215.9%
FITB vs MOS
-1.8%
+217.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -0.6% | +5.5% | -6.0% | -2.6% |
| 30D | +7.0% | +21.0% | -13.9% | -1.2% |
| 3M | -4.8% | -0.5% | -4.3% | -6.1% |
| 6M | +13.5% | +6.6% | +7.0% | +7.8% |
| YTD | +19.1% | -2.8% | +21.8% | +14.0% |
| 1Y | +30.8% | -8.1% | +38.8% | +27.6% |
| 3Y | +141.6% | -25.6% | +167.2% | +144.7% |
| 5Y | +48.3% | -29.8% | +78.0% | +38.9% |
| 10Y | +215.9% | +0.6% | +215.4% | +86.8% |
| All | +215.9% | -1.8% | +217.7% | +86.8% |
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