-15.6%
MOS vs FLNC
-69.0%
+53.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +10.2% | +7.2% | +17.1% |
| 7D | +17.9% | -2.1% | +20.0% | +17.9% |
| 30D | +1.6% | -20.8% | +22.3% | +1.7% |
| 3M | -4.0% | -61.3% | +57.3% | -3.3% |
| 6M | -4.1% | -50.9% | +46.7% | -4.5% |
| YTD | -7.8% | -69.4% | +61.6% | -6.9% |
| 1Y | -15.6% | -68.4% | +52.8% | -16.8% |
| All | -15.6% | -69.0% | +53.4% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling