+5,892.0%
FIX vs MOS
+5.8%
+5,886.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.5% |
| 7D | +6.0% | +9.5% | -3.5% | +3.3% |
| 30D | -7.2% | +10.4% | -17.7% | -10.1% |
| 3M | -15.9% | +12.9% | -28.7% | -19.4% |
| 6M | +12.7% | +1.2% | +11.5% | +10.5% |
| YTD | +72.8% | +9.3% | +63.5% | +64.7% |
| 1Y | +122.9% | -18.0% | +140.9% | +129.7% |
| 3Y | +774.3% | -29.0% | +803.3% | +810.3% |
| 5Y | +2,049.5% | -9.6% | +2,059.1% | +1,791.2% |
| All | +5,892.0% | +5.8% | +5,886.1% | +4,018.0% |
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