-1.6%
MOS vs FND
+76.3%
-77.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.2% | +0.7% |
| 7D | +19.7% | +8.5% | +11.1% | +17.2% |
| 30D | +21.5% | +17.2% | +4.3% | +16.3% |
| 3M | -0.4% | -14.9% | +14.5% | +3.5% |
| 6M | +4.5% | +3.1% | +1.4% | +2.2% |
| YTD | -2.9% | -12.4% | +9.5% | -2.1% |
| 1Y | -7.7% | -10.0% | +2.3% | -7.9% |
| 3Y | -25.6% | -31.3% | +5.7% | -23.5% |
| 5Y | -31.2% | -60.3% | +29.2% | -21.2% |
| All | -1.6% | +76.3% | -77.9% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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