+7.6%
MOS vs FIVE
+563.4%
-555.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +21.6% | -0.3% | +21.9% | +21.8% |
| 30D | +12.0% | +17.7% | -5.7% | +7.3% |
| 3M | -3.9% | +4.0% | -7.9% | -5.3% |
| 6M | -3.3% | +2.6% | -5.9% | -5.0% |
| YTD | -4.6% | +27.6% | -32.2% | -12.1% |
| 1Y | -7.0% | +59.9% | -66.9% | -19.4% |
| 3Y | -24.4% | +35.8% | -60.2% | -35.7% |
| 5Y | -32.1% | +14.4% | -46.5% | -41.5% |
| All | +7.6% | +563.4% | -555.8% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling