-1.5%
MOS vs FND
+68.8%
-70.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +5.5% | -4.4% | +9.9% | +6.7% |
| 30D | +21.0% | +14.5% | +6.4% | +16.5% |
| 3M | -0.5% | -15.6% | +15.1% | +3.7% |
| 6M | +6.6% | +4.7% | +1.9% | +3.7% |
| YTD | -2.8% | -16.1% | +13.4% | -0.8% |
| 1Y | -8.1% | -16.0% | +7.9% | -6.5% |
| 3Y | -25.6% | -35.5% | +9.9% | -22.1% |
| 5Y | -29.8% | -60.5% | +30.7% | -19.8% |
| All | -1.5% | +68.8% | -70.3% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling