+25.0%
FLEX vs MOS
-16.2%
+41.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +17.4% | -29.7% | -13.9% |
| 7D | -17.0% | +17.9% | -34.9% | -18.6% |
| 30D | -33.8% | +1.6% | -35.4% | -33.2% |
| 3M | -39.0% | -4.0% | -35.0% | -37.8% |
| 6M | -15.9% | -4.1% | -11.8% | -14.6% |
| YTD | +27.8% | -7.8% | +35.6% | +30.8% |
| 1Y | +25.0% | -15.6% | +40.5% | +30.1% |
| All | +25.0% | -16.2% | +41.2% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling