+7.5%
MOS vs FIVE
+566.1%
-558.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.5% | +4.4% |
| 7D | +22.5% | -1.7% | +24.2% | +23.2% |
| 30D | +6.6% | +14.9% | -8.3% | +2.8% |
| 3M | -3.8% | +7.6% | -11.4% | -6.1% |
| 6M | -2.2% | +6.4% | -8.6% | -4.8% |
| YTD | -4.8% | +28.1% | -32.9% | -12.4% |
| 1Y | -11.7% | +54.7% | -66.4% | -22.8% |
| 3Y | -26.5% | +36.1% | -62.6% | -37.5% |
| 5Y | -32.2% | +14.9% | -47.1% | -41.6% |
| All | +7.5% | +566.1% | -558.6% | -37.3% |
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