+7,433.0%
FIX vs MOS
-7.1%
+7,440.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +3.3% | -14.9% | -12.4% |
| 7D | -27.2% | +22.5% | -49.7% | -31.7% |
| 30D | -46.9% | +6.6% | -53.6% | -48.5% |
| 3M | -44.4% | -3.8% | -40.6% | -45.0% |
| 6M | -50.9% | -2.2% | -48.7% | -51.9% |
| YTD | +3.5% | -4.8% | +8.3% | +1.2% |
| 1Y | -2.1% | -11.7% | +9.6% | -2.9% |
| 3Y | +418.7% | -26.5% | +445.3% | +425.4% |
| 5Y | +894.6% | -32.2% | +926.8% | +877.2% |
| 10Y | +3,465.5% | +10.2% | +3,455.3% | +2,729.5% |
| All | +7,433.0% | -7.1% | +7,440.2% | +4,626.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling