-7.0%
MOS vs FDS
+29.3%
-36.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | 0.0% |
| 7D | +21.6% | -0.5% | +22.1% | +21.6% |
| 30D | +12.0% | +20.2% | -8.2% | +13.1% |
| 3M | -3.9% | +19.9% | -23.7% | -2.9% |
| 6M | -3.3% | +56.2% | -59.5% | +0.2% |
| YTD | -4.6% | +14.6% | -19.2% | -0.1% |
| 1Y | -7.0% | +31.6% | -38.6% | -4.5% |
| All | -7.0% | +29.3% | -36.3% | -4.5% |
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