+565.2%
FLEX vs MOS
+8.6%
+556.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.4% | +4.5% |
| 7D | -19.3% | +21.6% | -40.9% | -25.7% |
| 30D | -41.5% | +12.0% | -53.5% | -44.7% |
| 3M | -43.1% | -3.9% | -39.2% | -43.6% |
| 6M | -48.2% | -3.3% | -44.9% | -49.2% |
| YTD | +15.5% | -4.6% | +20.1% | +12.4% |
| 1Y | +10.2% | -7.0% | +17.2% | +7.8% |
| 3Y | +256.8% | -24.4% | +281.2% | +263.2% |
| 5Y | +408.2% | -32.1% | +440.3% | +393.0% |
| All | +565.2% | +8.6% | +556.5% | +357.0% |
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