-31.8%
MOS vs FLNC
-71.1%
+39.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.2% | -2.7% |
| 7D | -0.4% | -5.0% | +4.6% | 0.0% |
| 30D | +10.0% | -26.1% | +36.0% | +12.6% |
| 3M | +28.2% | -55.2% | +83.3% | +35.9% |
| 6M | -3.1% | -42.6% | +39.5% | -2.1% |
| YTD | +7.4% | -51.0% | +58.4% | +8.5% |
| 1Y | -21.8% | +43.3% | -65.2% | -32.2% |
| 3Y | -26.6% | -63.4% | +36.8% | -31.4% |
| All | -31.8% | -71.1% | +39.3% | -32.9% |
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