-28.3%
MOS vs FLR
+58.4%
-86.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.8% |
| 7D | +9.5% | +5.4% | +4.1% | +8.5% |
| 30D | +10.4% | +11.4% | -1.0% | +7.8% |
| 3M | +12.9% | +11.4% | +1.5% | +9.9% |
| 6M | +1.2% | +16.6% | -15.4% | -2.7% |
| YTD | +9.3% | +41.7% | -32.4% | +1.2% |
| 1Y | -18.0% | +35.4% | -53.4% | -23.7% |
| All | -28.3% | +58.4% | -86.7% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling