-30.6%
MOS vs FLNC
-69.1%
+38.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | +9.5% | -4.9% | +14.4% | +10.0% |
| 30D | +10.4% | -27.3% | +37.7% | +13.2% |
| 3M | +12.9% | -61.9% | +74.8% | +21.3% |
| 6M | +1.2% | -34.5% | +35.7% | +1.0% |
| YTD | +9.3% | -47.7% | +57.0% | +9.9% |
| 1Y | -18.0% | +53.3% | -71.3% | -29.4% |
| 3Y | -29.0% | -62.4% | +33.4% | -33.7% |
| All | -30.6% | -69.1% | +38.5% | -32.1% |
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