-31.2%
MOS vs FWONK
+276.6%
-307.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | +9.5% | -6.2% | +15.7% | +11.9% |
| 30D | +10.4% | -0.6% | +11.0% | +10.5% |
| 3M | +12.9% | +11.1% | +1.8% | +8.4% |
| 6M | +1.2% | +11.7% | -10.5% | -3.4% |
| YTD | +9.3% | -3.1% | +12.4% | +9.4% |
| 1Y | -18.0% | -4.2% | -13.8% | -17.7% |
| 3Y | -29.0% | +38.3% | -67.4% | -39.5% |
| 5Y | -9.6% | +92.2% | -101.8% | -33.7% |
| 10Y | +6.1% | +355.4% | -349.3% | -43.0% |
| All | -31.2% | +276.6% | -307.8% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling