-7.9%
MOS vs FND
-13.4%
+5.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.7% |
| 7D | +24.8% | +6.8% | +18.0% | +23.3% |
| 30D | +22.7% | +13.1% | +9.6% | +20.2% |
| 3M | -1.2% | -13.1% | +11.8% | -0.1% |
| 6M | +5.5% | -0.6% | +6.1% | +3.8% |
| YTD | -2.0% | -15.5% | +13.6% | -5.0% |
| 1Y | -7.9% | -13.7% | +5.7% | -11.6% |
| All | -7.9% | -13.4% | +5.5% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling