+8.2%
MOS vs FN
+900.0%
-891.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.8% |
| 7D | +9.5% | -1.7% | +11.2% | +9.8% |
| 30D | +10.4% | -22.0% | +32.4% | +14.6% |
| 3M | +12.9% | -43.0% | +55.9% | +23.4% |
| 6M | +1.2% | -27.7% | +29.0% | +3.5% |
| YTD | +9.3% | -10.5% | +19.8% | +4.9% |
| 1Y | -18.0% | +12.5% | -30.5% | -26.5% |
| 3Y | -29.0% | +153.8% | -182.8% | -53.4% |
| 5Y | -9.6% | +288.0% | -297.6% | -51.4% |
| All | +8.2% | +900.0% | -891.8% | -58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling