+640.4%
FLEX vs MOS
+6.2%
+634.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.8% | +10.2% | +11.4% |
| 7D | -7.2% | +19.7% | -26.8% | -13.9% |
| 30D | -34.8% | +21.5% | -56.3% | -39.9% |
| 3M | -35.6% | -0.4% | -35.2% | -36.9% |
| 6M | -45.0% | +4.5% | -49.6% | -47.4% |
| YTD | +29.4% | -2.9% | +32.3% | +25.3% |
| 1Y | +24.8% | -7.7% | +32.5% | +22.5% |
| 3Y | +304.4% | -25.6% | +330.1% | +314.8% |
| 5Y | +484.1% | -31.2% | +515.2% | +464.5% |
| 10Y | +640.4% | +2.8% | +637.6% | +399.0% |
| All | +640.4% | +6.2% | +634.3% | +399.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling