-23.3%
MOS vs FLNC
-59.3%
+36.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.0% | +2.2% |
| 7D | +7.1% | +6.0% | +1.1% | +6.7% |
| 30D | +15.0% | -16.3% | +31.4% | +16.2% |
| 3M | +24.1% | -54.1% | +78.2% | +29.4% |
| 6M | +2.7% | -25.3% | +28.0% | +1.6% |
| YTD | +12.2% | -44.2% | +56.4% | +12.2% |
| 1Y | -16.3% | +53.1% | -69.4% | -26.4% |
| 3Y | -23.3% | -58.3% | +35.0% | -27.5% |
| All | -23.3% | -59.3% | +36.0% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling