+1.4%
MOS vs FTI
+176.5%
-175.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +24.8% | -3.3% | +28.1% | +26.1% |
| 30D | +22.7% | -7.2% | +29.9% | +26.0% |
| 3M | -1.2% | -12.9% | +11.7% | +4.0% |
| 6M | +5.5% | -7.9% | +13.4% | +7.0% |
| YTD | -2.0% | +45.2% | -47.1% | -19.7% |
| 1Y | -7.9% | +48.1% | -56.0% | -25.3% |
| 3Y | -25.0% | +205.0% | -230.0% | -58.6% |
| 5Y | -27.7% | +838.8% | -866.6% | -78.4% |
| All | +1.4% | +176.5% | -175.1% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling