+7.6%
MOS vs FE
+107.4%
-99.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | +21.6% | 0.0% | +21.6% | +21.6% |
| 30D | +12.0% | +5.2% | +6.8% | +10.0% |
| 3M | -3.9% | 0.0% | -3.9% | -4.0% |
| 6M | -3.3% | +5.0% | -8.4% | -5.2% |
| YTD | -4.6% | +7.9% | -12.5% | -7.5% |
| 1Y | -7.0% | +6.3% | -13.3% | -9.4% |
| 3Y | -24.4% | +46.0% | -70.4% | -35.0% |
| 5Y | -32.1% | +45.6% | -77.8% | -41.8% |
| All | +7.6% | +107.4% | -99.7% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling