-8.1%
MSFU vs MOS
-7.8%
-0.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.4% |
| 7D | +4.0% | +24.8% | -20.8% | +2.5% |
| 30D | -2.3% | +22.7% | -25.0% | -3.9% |
| 3M | +7.1% | -1.2% | +8.3% | +5.0% |
| 6M | +48.9% | +5.5% | +43.4% | +46.0% |
| YTD | +2.4% | -2.0% | +4.4% | +2.7% |
| 1Y | -8.1% | -7.9% | -0.2% | -7.7% |
| All | -8.1% | -7.8% | -0.3% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling