+3,653.2%
FIX vs MOS
+8.6%
+3,644.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -17.5% | +21.6% | -39.0% | -22.8% |
| 30D | -41.6% | +12.0% | -53.5% | -44.2% |
| 3M | -40.6% | -3.9% | -36.7% | -41.1% |
| 6M | -49.4% | -3.3% | -46.1% | -50.2% |
| YTD | +9.2% | -4.6% | +13.8% | +6.4% |
| 1Y | +6.5% | -7.0% | +13.4% | +3.9% |
| 3Y | +448.7% | -24.4% | +473.2% | +451.5% |
| 5Y | +948.7% | -32.1% | +980.8% | +899.7% |
| All | +3,653.2% | +8.6% | +3,644.5% | +2,499.0% |
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