-38.5%
FIX vs MOS
-0.4%
-38.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +17.4% | -32.5% | -6.5% |
| 7D | -18.9% | +17.9% | -36.9% | -10.7% |
| 30D | -36.3% | +1.6% | -37.8% | -31.6% |
| 3M | -38.5% | -4.0% | -34.5% | -34.3% |
| All | -38.5% | -0.4% | -38.1% | -34.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling