+19.6%
FLEX vs MOS
-7.8%
+27.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.6% | -2.7% |
| 7D | -13.6% | +24.8% | -38.4% | -15.5% |
| 30D | -36.5% | +22.7% | -59.2% | -37.8% |
| 3M | -36.4% | -1.2% | -35.2% | -34.8% |
| 6M | -46.5% | +5.5% | -52.0% | -46.5% |
| YTD | +25.9% | -2.0% | +27.9% | +28.4% |
| 1Y | +19.6% | -7.9% | +27.5% | +24.4% |
| All | +19.6% | -7.8% | +27.3% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling