-29.8%
MOS vs FND
-60.6%
+30.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +5.5% | -4.4% | +9.9% | +6.3% |
| 30D | +21.0% | +14.5% | +6.4% | +18.0% |
| 3M | -0.5% | -15.6% | +15.1% | +2.3% |
| 6M | +6.6% | +4.7% | +1.9% | +4.7% |
| YTD | -2.8% | -16.1% | +13.4% | -1.5% |
| 1Y | -8.1% | -16.0% | +7.9% | -7.0% |
| 3Y | -25.6% | -35.5% | +9.9% | -22.5% |
| 5Y | -29.8% | -60.5% | +30.7% | -20.9% |
| All | -29.8% | -60.6% | +30.9% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling