+2,896.1%
FITB vs MOS
+155.8%
+2,740.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +0.6% | +9.5% | -8.9% | -1.9% |
| 30D | -4.7% | +10.4% | -15.2% | -7.6% |
| 3M | +6.7% | +12.9% | -6.2% | +2.2% |
| 6M | +12.6% | +1.2% | +11.3% | +9.7% |
| YTD | +19.1% | +9.3% | +9.8% | +13.1% |
| 1Y | +22.6% | -18.0% | +40.6% | +25.6% |
| 3Y | +127.1% | -29.0% | +156.1% | +135.6% |
| 5Y | +71.8% | -9.6% | +81.4% | +59.9% |
| 10Y | +287.2% | +6.1% | +281.1% | +219.4% |
| All | +2,896.1% | +155.8% | +2,740.3% | +1,719.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling