-28.7%
MOS vs FLNC
-67.0%
+38.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.0% | +2.1% |
| 7D | +7.1% | +6.0% | +1.1% | +6.6% |
| 30D | +15.0% | -16.3% | +31.4% | +16.6% |
| 3M | +24.1% | -54.1% | +78.2% | +31.4% |
| 6M | +2.7% | -25.3% | +28.0% | +1.3% |
| YTD | +12.2% | -44.2% | +56.4% | +12.2% |
| 1Y | -16.3% | +53.1% | -69.4% | -27.6% |
| 3Y | -23.3% | -58.3% | +35.0% | -29.0% |
| All | -28.7% | -67.0% | +38.3% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling