-7.2%
MOS vs FDS
+24.4%
-31.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.6% | -0.7% |
| 7D | +5.5% | -2.1% | +7.6% | +5.4% |
| 30D | +21.0% | +16.0% | +4.9% | +22.0% |
| 3M | -0.5% | +18.8% | -19.3% | +0.5% |
| 6M | +6.6% | +54.1% | -47.5% | +10.5% |
| YTD | -2.8% | +17.0% | -19.8% | +1.7% |
| All | -7.2% | +24.4% | -31.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling