-29.8%
MOS vs FIVE
+19.0%
-48.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +5.5% | -0.5% | +6.0% | +5.5% |
| 30D | +21.0% | +17.4% | +3.6% | +17.8% |
| 3M | -0.5% | +7.0% | -7.5% | -1.8% |
| 6M | +6.6% | +20.5% | -13.9% | +2.7% |
| YTD | -2.8% | +33.1% | -35.9% | -8.2% |
| 1Y | -8.1% | +67.1% | -75.1% | -16.4% |
| 3Y | -25.6% | +41.9% | -67.5% | -32.2% |
| 5Y | -29.8% | +21.1% | -50.8% | -31.3% |
| All | -29.8% | +19.0% | -48.8% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling