+652.8%
FLEX vs MOS
+0.4%
+652.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.1% |
| 7D | +2.2% | +5.5% | -3.2% | +0.3% |
| 30D | -32.6% | +21.0% | -53.6% | -37.8% |
| 3M | -35.5% | -0.5% | -35.0% | -36.8% |
| 6M | -45.6% | +6.6% | -52.2% | -48.3% |
| YTD | +30.7% | -2.8% | +33.5% | +26.5% |
| 1Y | +28.4% | -8.1% | +36.4% | +26.2% |
| 3Y | +301.7% | -25.6% | +327.3% | +311.8% |
| 5Y | +473.3% | -29.8% | +503.0% | +449.3% |
| All | +652.8% | +0.4% | +652.4% | +398.3% |
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