+7.6%
MOS vs FE
+105.3%
-97.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.6% |
| 7D | +21.6% | -1.0% | +22.6% | +22.0% |
| 30D | +12.0% | +4.1% | +7.8% | +10.4% |
| 3M | -3.9% | -1.0% | -2.9% | -3.7% |
| 6M | -3.3% | +4.0% | -7.3% | -4.9% |
| YTD | -4.6% | +6.8% | -11.5% | -7.2% |
| 1Y | -7.0% | +5.3% | -12.3% | -9.1% |
| 3Y | -24.4% | +44.6% | -69.0% | -34.8% |
| 5Y | -32.1% | +44.2% | -76.3% | -41.6% |
| All | +7.6% | +105.3% | -97.7% | -11.9% |
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