+2,132.4%
FTI vs MOH
+1,358.8%
+773.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.6% |
| 7D | -4.4% | +1.7% | -6.1% | -4.7% |
| 30D | +1.5% | -0.9% | +2.4% | +1.6% |
| 3M | +8.2% | +5.7% | +2.5% | +6.5% |
| 6M | +18.8% | +39.1% | -20.3% | +10.3% |
| YTD | +71.7% | +17.7% | +54.0% | +62.0% |
| 1Y | +90.0% | +8.4% | +81.7% | +80.3% |
| 3Y | +270.5% | -36.6% | +307.1% | +274.4% |
| 5Y | +1,084.5% | -19.1% | +1,103.6% | +1,020.6% |
| 10Y | +302.9% | +262.8% | +40.1% | +156.1% |
| All | +2,132.4% | +1,358.8% | +773.6% | +866.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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