+3.9%
MOS vs FDS
+9,502.8%
-9,498.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +2.6% |
| 7D | +9.5% | -1.9% | +11.4% | +10.1% |
| 30D | +10.4% | +9.0% | +1.4% | +7.1% |
| 3M | +12.9% | +18.9% | -6.0% | +5.4% |
| 6M | +1.2% | +35.1% | -33.9% | -10.9% |
| YTD | +9.3% | +5.5% | +3.8% | +3.4% |
| 1Y | -18.0% | -16.8% | -1.2% | -16.6% |
| 3Y | -29.0% | -28.1% | -1.0% | -25.0% |
| 5Y | -9.6% | -17.4% | +7.8% | -10.1% |
| 10Y | +6.1% | +85.4% | -79.4% | -20.3% |
| All | +3.9% | +9,502.8% | -9,498.9% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling