-23.3%
MOS vs AFL
+69.3%
-92.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +9.5% | +0.6% | +8.9% | +9.4% |
| 30D | +10.4% | -6.2% | +16.6% | +12.2% |
| 3M | +12.9% | +2.2% | +10.7% | +11.9% |
| 6M | +1.2% | +5.3% | -4.0% | -0.8% |
| YTD | +9.3% | +8.0% | +1.4% | +5.9% |
| 1Y | -18.0% | +10.2% | -28.2% | -21.2% |
| All | -23.3% | +69.3% | -92.6% | -42.1% |
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