+97.0%
MSFU vs MOS
-52.5%
+149.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.3% | -10.7% | -7.9% |
| 7D | +1.0% | +22.5% | -21.5% | -2.3% |
| 30D | +0.6% | +6.6% | -6.0% | -0.9% |
| 3M | +16.4% | -3.8% | +20.2% | +16.1% |
| 6M | +53.0% | -2.2% | +55.2% | +51.6% |
| YTD | +3.5% | -4.8% | +8.3% | +1.9% |
| 1Y | -7.8% | -11.7% | +3.9% | -8.0% |
| 3Y | +35.6% | -26.5% | +62.1% | +35.4% |
| All | +97.0% | -52.5% | +149.5% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling