-25.8%
MOS vs USFR
+27.5%
-53.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | +0.1% | +9.5% | +9.5% |
| 30D | +10.4% | +0.3% | +10.1% | +10.1% |
| 3M | +12.9% | +1.0% | +11.9% | +11.9% |
| 6M | +1.2% | +1.9% | -0.7% | -0.6% |
| YTD | +9.3% | +2.6% | +6.7% | +6.7% |
| 1Y | -18.0% | +4.0% | -22.0% | -21.0% |
| 3Y | -29.0% | +14.1% | -43.1% | -37.4% |
| 5Y | -9.6% | +20.4% | -30.0% | -24.4% |
| 10Y | +6.1% | +28.0% | -21.9% | -16.9% |
| All | -25.8% | +27.5% | -53.3% | -42.7% |
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