-22.1%
FPS vs MOS
-18.1%
-4.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +1.8% | +14.2% | +16.1% |
| 7D | -8.0% | +19.7% | -27.6% | -6.2% |
| 30D | -43.5% | +21.5% | -65.0% | -42.7% |
| 3M | -41.6% | -0.4% | -41.2% | -39.0% |
| 6M | -44.0% | +4.5% | -48.6% | -42.5% |
| All | -22.1% | -18.1% | -4.0% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling