+420.4%
FIX vs MOS
-26.7%
+447.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +3.3% | -14.9% | -11.9% |
| 7D | -27.2% | +22.5% | -49.7% | -29.3% |
| 30D | -46.9% | +6.6% | -53.6% | -47.1% |
| 3M | -44.4% | -3.8% | -40.6% | -43.7% |
| 6M | -50.9% | -2.2% | -48.7% | -50.7% |
| YTD | +3.5% | -4.8% | +8.3% | +3.3% |
| 1Y | -2.1% | -11.7% | +9.6% | -0.9% |
| All | +420.4% | -26.7% | +447.1% | +401.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling