-32.2%
MOS vs FDS
-19.3%
-12.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.4% |
| 7D | +22.5% | +6.4% | +16.1% | +21.5% |
| 30D | +6.6% | +25.2% | -18.5% | +3.2% |
| 3M | -3.8% | +22.9% | -26.7% | -7.0% |
| 6M | -2.2% | +56.5% | -58.7% | -9.9% |
| YTD | -4.8% | +19.0% | -23.7% | -6.2% |
| 1Y | -11.7% | +32.7% | -44.4% | -16.2% |
| 3Y | -26.5% | -20.4% | -6.1% | -18.9% |
| 5Y | -32.2% | -19.6% | -12.6% | -26.2% |
| All | -32.2% | -19.3% | -12.9% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling