+2,842.8%
FITB vs MOS
+122.8%
+2,720.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -3.2% |
| 7D | -1.8% | +22.5% | -24.3% | -7.6% |
| 30D | +4.8% | +6.6% | -1.8% | +2.3% |
| 3M | -6.4% | -3.8% | -2.6% | -6.5% |
| 6M | +7.9% | -2.2% | +10.1% | +6.6% |
| YTD | +17.0% | -4.8% | +21.8% | +14.5% |
| 1Y | +29.9% | -11.7% | +41.6% | +29.5% |
| 3Y | +124.8% | -26.5% | +151.4% | +129.1% |
| 5Y | +46.4% | -32.2% | +78.6% | +46.7% |
| 10Y | +258.1% | +10.2% | +248.0% | +192.6% |
| All | +2,842.8% | +122.8% | +2,720.0% | +1,741.7% |
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