-38.2%
MOS vs FLNC
-84.8%
+46.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.1% |
| 7D | +5.5% | -16.2% | +21.6% | +6.8% |
| 30D | +21.0% | -28.1% | +49.1% | +23.8% |
| 3M | -0.5% | -61.3% | +60.8% | +6.8% |
| 6M | +6.6% | -79.9% | +86.5% | +18.6% |
| YTD | -2.8% | -74.3% | +71.5% | +2.9% |
| 1Y | -8.1% | -75.5% | +67.4% | -3.1% |
| 3Y | -25.6% | -70.4% | +44.8% | -30.8% |
| 5Y | -29.8% | -86.4% | +56.6% | -25.3% |
| All | -38.2% | -84.8% | +46.6% | -36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling