-31.1%
MOS vs FN
+3,020.0%
-3,051.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -6.0% | +23.3% | +18.4% |
| 7D | +17.9% | -7.0% | +24.9% | +18.7% |
| 30D | +1.6% | -24.7% | +26.3% | +5.7% |
| 3M | -4.0% | -35.7% | +31.7% | +1.6% |
| 6M | -4.1% | -52.4% | +48.3% | +5.6% |
| YTD | -7.8% | -25.0% | +17.2% | -9.3% |
| 1Y | -15.6% | -25.7% | +10.1% | -17.5% |
| 3Y | -28.9% | +110.2% | -139.1% | -48.2% |
| 5Y | -36.8% | +192.3% | -229.2% | -58.9% |
| 10Y | +6.7% | +812.3% | -805.6% | -47.1% |
| All | -31.1% | +3,020.0% | -3,051.1% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling