-6.3%
MOS vs FWONK
+281.3%
-287.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -2.0% | +2.5% | -4.5% | -2.9% |
| 30D | +15.3% | +20.0% | -4.6% | +7.4% |
| 3M | +1.5% | +5.2% | -3.7% | -0.7% |
| 6M | -2.0% | +18.7% | -20.7% | -9.0% |
| YTD | -6.5% | +10.7% | -17.2% | -11.3% |
| 1Y | -11.1% | +8.2% | -19.3% | -14.9% |
| 3Y | -30.3% | +64.6% | -94.8% | -45.7% |
| 5Y | -33.5% | +92.5% | -126.0% | -53.4% |
| All | -6.3% | +281.3% | -287.6% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling