+7.6%
MOS vs FTI
+184.4%
-176.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -1.2% |
| 7D | +21.6% | -7.6% | +29.2% | +25.3% |
| 30D | +12.0% | -7.1% | +19.1% | +14.9% |
| 3M | -3.9% | -8.7% | +4.8% | -0.9% |
| 6M | -3.3% | -14.0% | +10.7% | +1.1% |
| YTD | -4.6% | +42.8% | -47.5% | -21.4% |
| 1Y | -7.0% | +50.4% | -57.3% | -25.0% |
| 3Y | -24.4% | +194.1% | -218.5% | -57.7% |
| 5Y | -32.1% | +775.2% | -807.3% | -79.0% |
| All | +7.6% | +184.4% | -176.8% | -57.5% |
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