+614.8%
FLEX vs MOS
-3.5%
+618.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.8% | -4.3% |
| 7D | +7.5% | -2.0% | +9.4% | +8.2% |
| 30D | -25.3% | +15.3% | -40.6% | -30.0% |
| 3M | -39.7% | +1.5% | -41.2% | -41.3% |
| 6M | -47.9% | -2.0% | -45.9% | -49.1% |
| YTD | +24.1% | -6.5% | +30.6% | +21.6% |
| 1Y | +26.0% | -11.1% | +37.0% | +25.1% |
| 3Y | +282.7% | -30.3% | +312.9% | +301.1% |
| 5Y | +424.2% | -33.5% | +457.7% | +411.9% |
| All | +614.8% | -3.5% | +618.3% | +379.1% |
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 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