+2,105.4%
FIX vs MOS
-8.7%
+2,114.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +6.0% | +9.5% | -3.5% | +4.2% |
| 30D | -7.2% | +10.4% | -17.7% | -9.1% |
| 3M | -15.9% | +12.9% | -28.7% | -18.2% |
| 6M | +12.7% | +1.2% | +11.5% | +11.2% |
| YTD | +72.8% | +9.3% | +63.5% | +67.5% |
| 1Y | +122.9% | -18.0% | +140.9% | +128.0% |
| 3Y | +774.3% | -29.0% | +803.3% | +793.4% |
| All | +2,105.4% | -8.7% | +2,114.2% | +1,756.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling