-7.0%
MOS vs FFIV
+26.7%
-33.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +21.6% | -8.1% | +29.7% | +22.2% |
| 30D | +12.0% | -33.4% | +45.4% | +16.0% |
| 3M | -3.9% | -24.7% | +20.9% | -1.7% |
| 6M | -3.3% | -8.8% | +5.5% | -4.2% |
| YTD | -4.6% | +21.8% | -26.4% | -9.7% |
| 1Y | -7.0% | +25.3% | -32.3% | -11.8% |
| All | -7.0% | +26.7% | -33.7% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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