+0.6%
MOS vs USFR
+28.5%
-28.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +5.5% | +0.1% | +5.4% | +5.4% |
| 30D | +21.0% | +0.4% | +20.6% | +20.6% |
| 3M | -0.5% | +1.1% | -1.5% | -1.4% |
| 6M | +6.6% | +2.1% | +4.5% | +4.7% |
| YTD | -2.8% | +3.4% | -6.2% | -5.8% |
| 1Y | -8.1% | +4.1% | -12.1% | -11.5% |
| 3Y | -25.6% | +14.4% | -40.0% | -34.7% |
| 5Y | -29.8% | +21.4% | -51.2% | -42.7% |
| 10Y | +0.6% | +28.5% | -28.0% | -26.0% |
| All | +0.6% | +28.5% | -28.0% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling