+256.8%
FLEX vs MOS
-26.6%
+283.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.4% | +4.5% |
| 7D | -19.3% | +21.6% | -40.9% | -23.5% |
| 30D | -41.5% | +12.0% | -53.5% | -43.4% |
| 3M | -43.1% | -3.9% | -39.2% | -42.7% |
| 6M | -48.2% | -3.3% | -44.9% | -48.3% |
| YTD | +15.5% | -4.6% | +20.1% | +14.2% |
| 1Y | +10.2% | -7.0% | +17.2% | +9.5% |
| 3Y | +256.8% | -24.4% | +281.2% | +261.3% |
| All | +256.8% | -26.6% | +283.4% | +261.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling