+165.2%
MOS vs FLR
+532.1%
-366.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +24.8% | +5.1% | +19.7% | +21.7% |
| 30D | +22.7% | -0.5% | +23.2% | +22.1% |
| 3M | -1.2% | -3.5% | +2.2% | -0.7% |
| 6M | +5.5% | +16.5% | -10.9% | -4.5% |
| YTD | -2.0% | +27.3% | -29.2% | -16.6% |
| 1Y | -7.9% | +10.6% | -18.6% | -16.9% |
| 3Y | -25.0% | +39.4% | -64.4% | -45.6% |
| 5Y | -27.7% | +126.4% | -154.1% | -59.9% |
| 10Y | -1.6% | +8.4% | -9.9% | -42.9% |
| All | +165.2% | +532.1% | -366.9% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling