-15.6%
MOS vs FN
-25.7%
+10.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -6.0% | +23.3% | +17.2% |
| 7D | +17.9% | -7.0% | +24.9% | +18.0% |
| 30D | +1.6% | -24.7% | +26.3% | +1.4% |
| 3M | -4.0% | -35.7% | +31.7% | -3.9% |
| 6M | -4.1% | -52.4% | +48.3% | -3.6% |
| YTD | -7.8% | -25.0% | +17.2% | -6.5% |
| 1Y | -15.6% | -25.7% | +10.1% | -15.5% |
| All | -15.6% | -25.7% | +10.2% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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