-2.6%
MOS vs AFL
+338.1%
-340.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.1% |
| 7D | +5.5% | +1.4% | +4.0% | +4.4% |
| 30D | +21.0% | +9.7% | +11.3% | +13.2% |
| 3M | -0.5% | +5.5% | -6.0% | -4.6% |
| 6M | +6.6% | +11.2% | -4.6% | -2.3% |
| YTD | -2.8% | +17.1% | -19.8% | -14.8% |
| 1Y | -8.1% | +14.0% | -22.1% | -17.8% |
| 3Y | -25.6% | +66.3% | -91.9% | -52.3% |
| 5Y | -29.8% | +152.7% | -182.4% | -68.4% |
| All | -2.6% | +338.1% | -340.6% | -69.9% |
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