-5.3%
MOS vs FND
+57.9%
-63.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.3% |
| 7D | -2.0% | -6.8% | +4.9% | -0.1% |
| 30D | +15.3% | +8.0% | +7.3% | +12.9% |
| 3M | +1.5% | -18.9% | +20.4% | +7.0% |
| 6M | -2.0% | +4.7% | -6.7% | -4.5% |
| YTD | -6.5% | -21.6% | +15.1% | -2.9% |
| 1Y | -11.1% | -22.0% | +11.0% | -7.6% |
| 3Y | -30.3% | -40.4% | +10.2% | -25.4% |
| 5Y | -33.5% | -63.8% | +30.3% | -22.1% |
| All | -5.3% | +57.9% | -63.1% | -28.6% |
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