-15.6%
MOS vs FLR
+2.5%
-18.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -0.8% | +18.2% | +17.5% |
| 7D | +17.9% | +1.4% | +16.6% | +17.6% |
| 30D | +1.6% | -5.9% | +7.5% | +2.5% |
| 3M | -4.0% | -7.6% | +3.6% | -3.2% |
| 6M | -4.1% | -9.3% | +5.2% | -3.7% |
| YTD | -7.8% | +20.1% | -27.9% | -13.0% |
| 1Y | -15.6% | +3.0% | -18.6% | -17.0% |
| All | -15.6% | +2.5% | -18.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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