-39.5%
MOS vs FGI
-70.3%
+30.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -5.0% | +22.4% | +17.4% |
| 7D | +17.9% | +3.3% | +14.6% | +17.9% |
| 30D | +1.6% | -2.0% | +3.6% | +1.5% |
| 3M | -4.0% | +60.3% | -64.3% | -4.9% |
| 6M | -4.1% | +0.7% | -4.9% | -4.5% |
| YTD | -7.8% | +30.2% | -38.0% | -9.4% |
| 1Y | -15.6% | +44.4% | -59.9% | -17.7% |
| 3Y | -28.9% | -0.4% | -28.5% | -32.0% |
| All | -39.5% | -70.3% | +30.8% | -40.8% |
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 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