-15.6%
MOS vs FGI
+38.7%
-54.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -5.0% | +22.4% | +17.3% |
| 7D | +17.9% | +3.3% | +14.6% | +18.0% |
| 30D | +1.6% | -2.0% | +3.6% | +1.5% |
| 3M | -4.0% | +60.3% | -64.3% | -2.6% |
| 6M | -4.1% | +0.7% | -4.9% | -3.1% |
| YTD | -7.8% | +30.2% | -38.0% | -6.7% |
| 1Y | -15.6% | +44.4% | -59.9% | -17.8% |
| All | -15.6% | +38.7% | -54.3% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling