-24.4%
MOS vs FND
-36.7%
+12.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | +21.6% | +7.7% | +13.9% | +19.9% |
| 30D | +12.0% | +11.9% | +0.1% | +9.5% |
| 3M | -3.9% | -14.6% | +10.7% | -1.4% |
| 6M | -3.3% | +0.5% | -3.8% | -4.6% |
| YTD | -4.6% | -15.8% | +11.2% | -3.6% |
| 1Y | -7.0% | -12.9% | +6.0% | -6.8% |
| 3Y | -24.4% | -34.2% | +9.7% | -29.3% |
| All | -24.4% | -36.7% | +12.3% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling