-44.5%
FPS vs MOS
-4.7%
-39.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +17.4% | -34.7% | -14.9% |
| 7D | -23.3% | +17.9% | -41.3% | -21.3% |
| 30D | -42.4% | +1.6% | -44.0% | -39.7% |
| 3M | -43.0% | -4.0% | -39.1% | -39.5% |
| 6M | -44.5% | -4.1% | -40.4% | -41.2% |
| All | -44.5% | -4.7% | -39.8% | -41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling