+5,555.0%
FLEX vs MOS
+48.7%
+5,506.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +17.4% | -29.7% | -17.9% |
| 7D | -17.0% | +17.9% | -34.9% | -22.5% |
| 30D | -33.8% | +1.6% | -35.4% | -35.2% |
| 3M | -39.0% | -4.0% | -35.0% | -39.6% |
| 6M | -15.9% | -4.1% | -11.8% | -17.1% |
| YTD | +27.8% | -7.8% | +35.6% | +26.2% |
| 1Y | +25.0% | -15.6% | +40.5% | +26.4% |
| 3Y | +292.3% | -28.9% | +321.1% | +307.9% |
| 5Y | +472.6% | -36.8% | +509.4% | +482.0% |
| 10Y | +653.7% | +6.7% | +647.0% | +472.7% |
| All | +5,555.0% | +48.7% | +5,506.4% | +3,011.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling