+30.2%
MSFU vs MOS
-29.5%
+59.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.3% |
| 7D | -5.7% | +9.5% | -15.2% | -6.9% |
| 30D | +4.2% | +10.4% | -6.2% | +2.7% |
| 3M | +27.9% | +12.9% | +15.0% | +25.5% |
| 6M | +37.1% | +1.2% | +35.9% | +36.1% |
| YTD | -7.4% | +9.3% | -16.7% | -9.7% |
| 1Y | -19.6% | -18.0% | -1.6% | -17.3% |
| All | +30.2% | -29.5% | +59.6% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling