-37.5%
MOS vs FGI
-70.3%
+32.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +22.5% | -11.6% | +34.1% | +22.6% |
| 30D | +6.6% | -3.3% | +9.9% | +6.6% |
| 3M | -3.8% | +65.6% | -69.4% | -4.7% |
| 6M | -2.2% | -2.8% | +0.6% | -2.5% |
| YTD | -4.8% | +30.1% | -34.9% | -6.4% |
| 1Y | -11.7% | +50.2% | -61.9% | -14.0% |
| 3Y | -26.5% | -0.4% | -26.1% | -29.7% |
| All | -37.5% | -70.3% | +32.8% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling