-37.2%
FPS vs MOS
-19.7%
-17.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | +3.3% | -22.1% | -18.6% |
| 7D | -35.8% | +22.5% | -58.3% | -35.1% |
| 30D | -56.0% | +6.6% | -62.6% | -54.7% |
| 3M | -52.7% | -3.8% | -48.9% | -50.5% |
| 6M | -56.6% | -2.2% | -54.4% | -55.1% |
| All | -37.2% | -19.7% | -17.6% | -35.2% |
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 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