+97.5%
FOXA vs MOS
-7.8%
+105.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.3% | +1.2% |
| 7D | +7.9% | +19.7% | -11.8% | +3.8% |
| 30D | +8.5% | +21.5% | -13.0% | +3.9% |
| 3M | +6.2% | -0.4% | +6.6% | +5.5% |
| 6M | +8.0% | +4.5% | +3.5% | +5.6% |
| YTD | -6.5% | -2.9% | -3.6% | -8.3% |
| 1Y | +3.6% | -7.7% | +11.3% | +2.5% |
| 3Y | +136.0% | -25.6% | +161.7% | +138.3% |
| 5Y | +77.7% | -31.2% | +108.9% | +72.6% |
| All | +97.5% | -7.8% | +105.3% | +59.4% |
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 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