-1.6%
MOS vs FLR
+10.4%
-11.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +24.8% | +5.1% | +19.7% | +22.4% |
| 30D | +22.7% | -0.5% | +23.2% | +22.3% |
| 3M | -1.2% | -3.5% | +2.2% | -0.8% |
| 6M | +5.5% | +16.5% | -10.9% | -2.3% |
| YTD | -2.0% | +27.3% | -29.2% | -13.4% |
| 1Y | -7.9% | +10.6% | -18.6% | -14.8% |
| 3Y | -25.0% | +39.4% | -64.4% | -41.7% |
| 5Y | -27.7% | +126.4% | -154.1% | -54.5% |
| 10Y | -1.6% | +8.4% | -9.9% | -41.5% |
| All | -1.6% | +10.4% | -11.9% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling