-27.0%
MOS vs FBTC
+57.6%
-84.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.9% | +8.2% | +3.8% |
| 7D | +22.5% | -5.8% | +28.3% | +23.3% |
| 30D | +6.6% | -11.2% | +17.8% | +8.0% |
| 3M | -3.8% | +17.3% | -21.1% | -5.7% |
| 6M | -2.2% | -6.9% | +4.7% | -1.9% |
| YTD | -4.8% | -13.2% | +8.4% | -4.2% |
| 1Y | -11.7% | -26.9% | +15.2% | -9.4% |
| All | -27.0% | +57.6% | -84.5% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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