-28.3%
MOS vs FND
-49.4%
+21.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.1% |
| 7D | +9.5% | -5.2% | +14.8% | +10.6% |
| 30D | +10.4% | -19.9% | +30.3% | +15.0% |
| 3M | +12.9% | +2.7% | +10.2% | +11.2% |
| 6M | +1.2% | -21.7% | +22.9% | +4.9% |
| YTD | +9.3% | -17.5% | +26.8% | +11.3% |
| 1Y | -18.0% | -39.3% | +21.3% | -11.0% |
| All | -28.3% | -49.4% | +21.1% | -24.6% |
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 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