+118.3%
MOS vs AFL
+19,983.6%
-19,865.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.8% |
| 7D | +21.6% | +0.1% | +21.5% | +21.6% |
| 30D | +12.0% | +10.0% | +1.9% | +8.0% |
| 3M | -3.9% | -1.6% | -2.3% | -3.5% |
| 6M | -3.3% | +10.5% | -13.8% | -7.4% |
| YTD | -4.6% | +14.3% | -18.9% | -10.0% |
| 1Y | -7.0% | +11.4% | -18.4% | -11.3% |
| 3Y | -24.4% | +62.4% | -86.9% | -38.5% |
| 5Y | -32.1% | +144.8% | -176.9% | -52.5% |
| 10Y | +10.3% | +356.2% | -345.9% | -36.5% |
| All | +118.3% | +19,983.6% | -19,865.3% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling