-49.6%
MOS vs FIVE
+867.4%
-917.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +6.7% | +10.7% | +15.8% |
| 7D | +17.9% | +7.5% | +10.5% | +16.1% |
| 30D | +1.6% | +16.7% | -15.2% | -2.0% |
| 3M | -4.0% | +13.4% | -17.4% | -7.1% |
| 6M | -4.1% | +9.0% | -13.2% | -6.9% |
| YTD | -7.8% | +33.8% | -41.6% | -15.2% |
| 1Y | -15.6% | +61.2% | -76.7% | -25.7% |
| 3Y | -28.9% | +42.1% | -71.0% | -39.3% |
| 5Y | -36.8% | +21.4% | -58.2% | -45.8% |
| 10Y | +6.7% | +609.1% | -602.4% | -39.1% |
| All | -49.6% | +867.4% | -917.0% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling