-15.6%
MOS vs USFR
+4.1%
-19.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | 0.0% | +17.4% | +17.4% |
| 7D | +17.9% | +0.1% | +17.8% | +19.2% |
| 30D | +1.6% | +0.4% | +1.2% | +5.8% |
| 3M | -4.0% | +1.1% | -5.0% | +6.2% |
| 6M | -4.1% | +2.0% | -6.1% | +26.2% |
| YTD | -7.8% | +3.4% | -11.2% | +32.8% |
| 1Y | -15.6% | +4.1% | -19.7% | 0.0% |
| All | -15.6% | +4.1% | -19.7% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling