-35.3%
MOS vs USFR
+28.5%
-63.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +22.5% | +0.1% | +22.4% | +22.4% |
| 30D | +6.6% | +0.4% | +6.2% | +6.2% |
| 3M | -3.8% | +1.1% | -4.9% | -4.7% |
| 6M | -2.2% | +2.0% | -4.2% | -4.0% |
| YTD | -4.8% | +3.4% | -8.2% | -7.7% |
| 1Y | -11.7% | +4.1% | -15.8% | -15.0% |
| 3Y | -26.5% | +14.4% | -40.9% | -35.3% |
| 5Y | -32.2% | +21.3% | -53.5% | -43.7% |
| 10Y | +10.2% | +28.4% | -18.3% | -14.0% |
| All | -35.3% | +28.5% | -63.8% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling