-7.0%
MOS vs FTI
+49.9%
-56.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.2% |
| 7D | +21.6% | -7.6% | +29.2% | +22.8% |
| 30D | +12.0% | -7.1% | +19.1% | +12.9% |
| 3M | -3.9% | -8.7% | +4.8% | -2.9% |
| 6M | -3.3% | -14.0% | +10.7% | -0.7% |
| YTD | -4.6% | +42.8% | -47.5% | -31.2% |
| 1Y | -7.0% | +50.4% | -57.3% | -36.2% |
| All | -7.0% | +49.9% | -56.9% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling