-24.5%
MOS vs FFIV
+102.8%
-127.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.5% | +8.7% | +4.2% |
| 7D | +22.5% | -14.2% | +36.7% | +25.6% |
| 30D | +6.6% | -33.6% | +40.3% | +14.2% |
| 3M | -3.8% | -24.2% | +20.4% | 0.0% |
| 6M | -2.2% | -8.3% | +6.1% | -3.1% |
| YTD | -4.8% | +22.1% | -26.9% | -12.6% |
| 1Y | -11.7% | +26.5% | -38.2% | -19.7% |
| All | -24.5% | +102.8% | -127.3% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling