-30.3%
MOS vs AFL
+67.6%
-97.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.5% |
| 7D | -2.0% | +2.9% | -4.8% | -2.6% |
| 30D | +15.3% | +8.0% | +7.4% | +13.3% |
| 3M | +1.5% | +5.9% | -4.4% | +0.1% |
| 6M | -2.0% | +11.6% | -13.6% | -4.8% |
| YTD | -6.5% | +17.5% | -24.1% | -10.9% |
| 1Y | -11.1% | +13.3% | -24.3% | -14.3% |
| 3Y | -30.3% | +67.0% | -97.3% | -37.2% |
| All | -30.3% | +67.6% | -97.9% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling