-9.5%
MOS vs FDS
+10,727.5%
-10,737.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.4% |
| 7D | +22.5% | +6.4% | +16.1% | +20.2% |
| 30D | +6.6% | +25.2% | -18.5% | -1.1% |
| 3M | -3.8% | +22.9% | -26.7% | -10.9% |
| 6M | -2.2% | +56.5% | -58.7% | -17.9% |
| YTD | -4.8% | +19.0% | -23.7% | -13.9% |
| 1Y | -11.7% | +32.7% | -44.4% | -23.4% |
| 3Y | -26.5% | -20.4% | -6.1% | -25.3% |
| 5Y | -32.2% | -19.6% | -12.6% | -32.2% |
| 10Y | +10.2% | +148.5% | -138.3% | -25.1% |
| All | -9.5% | +10,727.5% | -10,737.0% | -67.2% |
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 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