-28.3%
MOS vs FN
+158.4%
-186.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.2% |
| 7D | +9.5% | -1.7% | +11.2% | +9.6% |
| 30D | +10.4% | -22.0% | +32.4% | +11.9% |
| 3M | +12.9% | -43.0% | +55.9% | +16.8% |
| 6M | +1.2% | -27.7% | +29.0% | +2.3% |
| YTD | +9.3% | -10.5% | +19.8% | +7.7% |
| 1Y | -18.0% | +12.5% | -30.5% | -21.8% |
| All | -28.3% | +158.4% | -186.7% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling