+12.6%
MOS vs AFL
+294.8%
-282.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.4% | +3.9% |
| 7D | +7.1% | -0.7% | +7.8% | +7.6% |
| 30D | +15.0% | -7.1% | +22.2% | +20.8% |
| 3M | +24.1% | +0.4% | +23.7% | +22.7% |
| 6M | +2.7% | +4.5% | -1.8% | -1.8% |
| YTD | +12.2% | +6.1% | +6.1% | +5.5% |
| 1Y | -16.3% | +10.6% | -26.8% | -23.8% |
| 3Y | -23.3% | +64.0% | -87.3% | -50.8% |
| 5Y | -4.2% | +133.7% | -137.9% | -54.6% |
| 10Y | +12.6% | +298.0% | -285.5% | -62.9% |
| All | +12.6% | +294.8% | -282.2% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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