+2.8%
MOS vs USFR
+28.5%
-25.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +19.7% | +0.1% | +19.6% | +19.6% |
| 30D | +21.5% | +0.4% | +21.1% | +21.1% |
| 3M | -0.4% | +1.1% | -1.5% | -1.4% |
| 6M | +4.5% | +2.0% | +2.5% | +2.7% |
| YTD | -2.9% | +3.4% | -6.3% | -5.9% |
| 1Y | -7.7% | +4.1% | -11.8% | -11.2% |
| 3Y | -25.6% | +14.3% | -40.0% | -34.7% |
| 5Y | -31.2% | +21.3% | -52.5% | -43.8% |
| 10Y | +2.8% | +28.5% | -25.7% | -24.1% |
| All | +2.8% | +28.5% | -25.7% | -24.1% |
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