+1,083.7%
FIX vs MOS
-37.7%
+1,121.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +17.4% | -32.5% | -17.5% |
| 7D | -18.9% | +17.9% | -36.9% | -21.4% |
| 30D | -36.3% | +1.6% | -37.8% | -36.6% |
| 3M | -38.5% | -4.0% | -34.5% | -38.4% |
| 6M | -42.3% | -4.1% | -38.2% | -42.4% |
| YTD | +17.1% | -7.8% | +24.9% | +16.7% |
| 1Y | +14.4% | -15.6% | +30.0% | +15.7% |
| 3Y | +486.7% | -28.9% | +515.5% | +497.5% |
| 5Y | +1,083.7% | -36.8% | +1,120.5% | +1,040.7% |
| All | +1,083.7% | -37.7% | +1,121.4% | +1,040.7% |
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