+8.5%
MOS vs FLR
+18.9%
-10.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.2% |
| 7D | +9.5% | +5.4% | +4.1% | +7.6% |
| 30D | +10.4% | +11.4% | -1.0% | +5.2% |
| 3M | +12.9% | +11.4% | +1.5% | +7.0% |
| 6M | +1.2% | +16.6% | -15.4% | -6.6% |
| YTD | +9.3% | +41.7% | -32.4% | -6.4% |
| 1Y | -18.0% | +35.4% | -53.4% | -29.3% |
| 3Y | -29.0% | +57.3% | -86.3% | -46.8% |
| 5Y | -9.6% | +241.0% | -250.6% | -50.9% |
| All | +8.5% | +18.9% | -10.4% | -37.1% |
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