+12,471.5%
FIX vs MOS
+6.6%
+12,464.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +6.0% | +9.5% | -3.5% | +3.6% |
| 30D | -7.2% | +10.4% | -17.7% | -9.8% |
| 3M | -15.9% | +12.9% | -28.7% | -18.9% |
| 6M | +12.7% | +1.2% | +11.5% | +10.8% |
| YTD | +72.8% | +9.3% | +63.5% | +66.0% |
| 1Y | +122.9% | -18.0% | +140.9% | +128.7% |
| 3Y | +774.3% | -29.0% | +803.3% | +806.2% |
| 5Y | +2,049.5% | -9.6% | +2,059.1% | +1,890.6% |
| 10Y | +5,821.5% | +6.1% | +5,815.4% | +4,700.4% |
| All | +12,471.5% | +6.6% | +12,464.9% | +7,656.1% |
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 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