-32.8%
MOS vs USFR
+21.3%
-54.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | +21.6% | +0.1% | +21.5% | +21.7% |
| 30D | +12.0% | +0.4% | +11.6% | +12.5% |
| 3M | -3.9% | +1.1% | -4.9% | -2.8% |
| 6M | -3.3% | +2.1% | -5.4% | -1.0% |
| YTD | -4.6% | +3.4% | -8.1% | -1.5% |
| 1Y | -7.0% | +4.1% | -11.1% | -3.8% |
| 3Y | -24.4% | +14.4% | -38.8% | -11.5% |
| All | -32.8% | +21.3% | -54.1% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling