-32.2%
MOS vs FN
+148.3%
-180.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -14.2% | +17.5% | +4.3% |
| 7D | +22.5% | -16.0% | +38.5% | +23.6% |
| 30D | +6.6% | -40.1% | +46.7% | +10.7% |
| 3M | -3.8% | -43.9% | +40.1% | -0.1% |
| 6M | -2.2% | -55.6% | +53.4% | +3.4% |
| YTD | -4.8% | -35.7% | +30.9% | -4.9% |
| 1Y | -11.7% | -39.8% | +28.1% | -11.5% |
| 3Y | -26.5% | +80.3% | -106.8% | -41.3% |
| 5Y | -32.2% | +143.3% | -175.5% | -53.3% |
| All | -32.2% | +148.3% | -180.5% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling