-3.3%
MOS vs AFL
+9.5%
-12.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | 0.0% |
| 7D | +21.6% | +0.1% | +21.5% | +21.6% |
| 30D | +12.0% | +10.0% | +1.9% | +14.6% |
| 3M | -3.9% | -1.6% | -2.3% | -4.8% |
| 6M | -3.3% | +10.5% | -13.8% | +4.0% |
| All | -3.3% | +9.5% | -12.8% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling