+64.3%
MOS vs FFIV
+5,982.7%
-5,918.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.5% | +8.7% | +4.1% |
| 7D | +22.5% | -14.2% | +36.7% | +25.2% |
| 30D | +6.6% | -33.6% | +40.3% | +12.9% |
| 3M | -3.8% | -24.2% | +20.4% | -0.4% |
| 6M | -2.2% | -8.3% | +6.1% | -1.9% |
| YTD | -4.8% | +22.1% | -26.9% | -8.9% |
| 1Y | -11.7% | +26.5% | -38.2% | -16.0% |
| 3Y | -26.5% | +102.3% | -128.8% | -35.4% |
| 5Y | -32.2% | +40.6% | -72.8% | -37.5% |
| 10Y | +10.2% | +129.7% | -119.5% | -5.5% |
| All | +64.3% | +5,982.7% | -5,918.4% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling