+90.8%
FOXA vs MOS
+3.8%
+87.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.7% |
| 7D | -4.0% | +9.5% | -13.5% | -5.7% |
| 30D | +12.0% | +10.4% | +1.6% | +9.5% |
| 3M | +0.3% | +12.9% | -12.6% | -2.8% |
| 6M | +12.5% | +1.2% | +11.2% | +10.5% |
| YTD | -9.6% | +9.3% | -18.9% | -13.0% |
| 1Y | +8.6% | -18.0% | +26.6% | +10.8% |
| 3Y | +118.5% | -29.0% | +147.6% | +125.0% |
| 5Y | +88.8% | -9.6% | +98.3% | +72.0% |
| All | +90.8% | +3.8% | +87.1% | +51.2% |
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