-2.1%
MOS vs FE
+566.1%
-568.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | +22.5% | +0.6% | +21.9% | +22.2% |
| 30D | +6.6% | +6.4% | +0.2% | +3.7% |
| 3M | -3.8% | -0.5% | -3.3% | -3.8% |
| 6M | -2.2% | +4.7% | -6.9% | -4.5% |
| YTD | -4.8% | +8.4% | -13.1% | -8.6% |
| 1Y | -11.7% | +7.2% | -18.9% | -15.0% |
| 3Y | -26.5% | +44.9% | -71.4% | -39.1% |
| 5Y | -32.2% | +46.3% | -78.5% | -44.5% |
| 10Y | +10.2% | +110.3% | -100.1% | -28.6% |
| All | -2.1% | +566.1% | -568.2% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling