-24.5%
MOS vs FGI
+2.3%
-26.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +22.5% | -11.6% | +34.1% | +22.5% |
| 30D | +6.6% | -3.3% | +9.9% | +6.6% |
| 3M | -3.8% | +65.6% | -69.4% | -3.8% |
| 6M | -2.2% | -2.8% | +0.6% | -2.0% |
| YTD | -4.8% | +30.1% | -34.9% | -5.1% |
| 1Y | -11.7% | +50.2% | -61.9% | -12.4% |
| All | -24.5% | +2.3% | -26.8% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling