+11.7%
MOS vs FWONK
+340.2%
-328.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +12.4% | -7.7% | +20.1% | +15.8% |
| 3M | +20.5% | +5.7% | +14.7% | +17.5% |
| 6M | -12.0% | +13.5% | -25.4% | -16.8% |
| YTD | +7.4% | -3.0% | +10.4% | +7.5% |
| 1Y | -22.5% | -6.4% | -16.0% | -21.4% |
| 3Y | -25.5% | +43.8% | -69.3% | -38.6% |
| 5Y | -10.1% | +98.6% | -108.7% | -37.6% |
| All | +11.7% | +340.2% | -328.4% | -39.2% |
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