-16.2%
MOS vs FLNC
+40.4%
-56.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | -1.1% |
| 7D | +1.7% | -4.2% | +5.8% | +1.7% |
| 30D | +11.7% | -20.0% | +31.7% | +12.0% |
| 3M | +23.2% | -56.9% | +80.0% | +24.5% |
| 6M | -1.6% | -35.5% | +33.9% | -1.5% |
| YTD | +10.8% | -48.8% | +59.7% | +11.3% |
| 1Y | -16.2% | +49.3% | -65.5% | -13.8% |
| All | -16.2% | +40.4% | -56.6% | -13.8% |
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