+241.2%
FLEX vs MOS
-26.7%
+268.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +3.3% | -16.9% | -14.3% |
| 7D | -28.3% | +22.5% | -50.8% | -32.2% |
| 30D | -45.0% | +6.6% | -51.7% | -46.0% |
| 3M | -45.2% | -3.8% | -41.4% | -44.9% |
| 6M | -30.8% | -2.2% | -28.6% | -31.1% |
| YTD | +10.4% | -4.8% | +15.2% | +9.3% |
| 1Y | +2.3% | -11.7% | +14.0% | +3.3% |
| All | +241.2% | -26.7% | +268.0% | +245.6% |
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 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