+1,000.1%
FLEX vs MOS
+5.8%
+994.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.0% |
| 7D | -0.9% | +9.5% | -10.4% | -4.1% |
| 30D | -10.1% | +10.4% | -20.6% | -13.6% |
| 3M | -31.3% | +12.9% | -44.2% | -35.0% |
| 6M | +71.3% | +1.2% | +70.0% | +67.3% |
| YTD | +81.2% | +9.3% | +71.9% | +71.4% |
| 1Y | +98.5% | -18.0% | +116.5% | +106.1% |
| 3Y | +428.2% | -29.0% | +457.3% | +458.6% |
| 5Y | +657.3% | -9.6% | +666.9% | +567.5% |
| All | +1,000.1% | +5.8% | +994.2% | +634.6% |
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