-37.7%
MOS vs FLNC
-85.3%
+47.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.1% | +10.0% | +1.7% |
| 7D | +24.8% | -10.7% | +35.5% | +25.8% |
| 30D | +22.7% | -33.9% | +56.6% | +26.4% |
| 3M | -1.2% | -61.2% | +60.0% | +5.9% |
| 6M | +5.5% | -79.7% | +85.2% | +17.3% |
| YTD | -2.0% | -75.2% | +73.2% | +4.1% |
| 1Y | -7.9% | -77.5% | +69.5% | -2.2% |
| 3Y | -25.0% | -71.4% | +46.4% | -30.0% |
| 5Y | -27.7% | -85.6% | +57.9% | -26.2% |
| All | -37.7% | -85.3% | +47.6% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling